+311.5%
SPY vs RCL
+344.6%
-33.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -0.9% | -17.3% | +16.4% | +2.6% |
| 3M | +3.9% | -2.8% | +6.6% | +4.1% |
| 6M | +14.5% | -4.4% | +18.9% | +14.6% |
| YTD | +12.9% | -4.2% | +17.1% | +12.2% |
| 1Y | +19.4% | -23.4% | +42.7% | +23.2% |
| 3Y | +78.5% | +179.4% | -100.9% | +41.9% |
| 5Y | +81.8% | +238.8% | -157.0% | +33.4% |
| 10Y | +311.5% | +350.2% | -38.7% | +182.7% |
| All | +311.5% | +344.6% | -33.1% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling