+1,174.7%
RCL vs SRE
+1,436.4%
-261.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.6% |
| 7D | +5.0% | -8.4% | +13.3% | +10.2% |
| 30D | +19.4% | -3.2% | +22.5% | +21.4% |
| 3M | +5.9% | -5.3% | +11.2% | +8.8% |
| 6M | +23.8% | -12.6% | +36.4% | +32.4% |
| YTD | +22.8% | -8.8% | +31.6% | +27.2% |
| 1Y | +34.3% | -13.4% | +47.7% | +43.2% |
| 3Y | +276.4% | +24.4% | +252.0% | +212.4% |
| 5Y | +281.6% | +47.3% | +234.3% | +183.5% |
| 10Y | +379.0% | +116.7% | +262.3% | +199.3% |
| All | +1,174.7% | +1,436.4% | -261.6% | +217.1% |
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