+281.6%
RCL vs SRE
+47.0%
+234.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +5.0% | -8.4% | +13.3% | +8.7% |
| 30D | +19.4% | -3.2% | +22.5% | +20.8% |
| 3M | +5.9% | -5.3% | +11.2% | +7.9% |
| 6M | +23.8% | -12.6% | +36.4% | +29.9% |
| YTD | +22.8% | -8.8% | +31.6% | +25.7% |
| 1Y | +34.3% | -13.4% | +47.7% | +40.6% |
| 3Y | +276.4% | +24.4% | +252.0% | +210.5% |
| 5Y | +281.6% | +47.3% | +234.3% | +160.7% |
| All | +281.6% | +47.0% | +234.6% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling