+1,167.9%
RCL vs SRE
+1,425.7%
-257.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.6% | -5.6% | +6.3% | +4.0% |
| 30D | +19.4% | -4.5% | +23.9% | +22.4% |
| 3M | +9.8% | -7.7% | +17.5% | +14.4% |
| 6M | +28.6% | -14.4% | +43.1% | +39.3% |
| YTD | +22.2% | -9.4% | +31.6% | +27.0% |
| 1Y | +29.7% | -13.8% | +43.6% | +38.8% |
| 3Y | +265.3% | +22.2% | +243.1% | +206.4% |
| 5Y | +301.8% | +50.5% | +251.3% | +194.6% |
| 10Y | +360.5% | +124.1% | +236.4% | +182.9% |
| All | +1,167.9% | +1,425.7% | -257.7% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling