+11,457.7%
SPGI vs RCL
+4,549.4%
+6,908.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +0.1% | -5.1% | +5.2% | +1.3% |
| 30D | +8.4% | -19.0% | +27.4% | +13.5% |
| 3M | +11.8% | -9.6% | +21.4% | +13.6% |
| 6M | +5.7% | -6.7% | +12.4% | +5.9% |
| YTD | -9.7% | -3.9% | -5.8% | -10.8% |
| 1Y | -12.5% | -25.1% | +12.6% | -9.0% |
| 3Y | +21.8% | +179.1% | -157.3% | -8.5% |
| 5Y | +8.2% | +243.3% | -235.1% | -27.2% |
| 10Y | +309.5% | +325.8% | -16.3% | +117.9% |
| All | +11,457.7% | +4,549.4% | +6,908.3% | +3,024.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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