+897.2%
RCL vs SRE
+1,525.5%
-628.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -19.0% | -0.7% | -18.3% | -19.0% |
| 3M | -9.6% | -6.3% | -3.3% | -6.7% |
| 6M | -6.7% | -10.7% | +4.0% | -1.6% |
| YTD | -3.9% | -3.5% | -0.5% | -3.5% |
| 1Y | -25.1% | +5.3% | -30.4% | -28.8% |
| 3Y | +179.1% | +31.8% | +147.3% | +123.5% |
| 5Y | +243.3% | +47.4% | +196.0% | +154.9% |
| 10Y | +325.8% | +120.6% | +205.2% | +161.9% |
| All | +897.2% | +1,525.5% | -628.3% | +140.5% |
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