+307.3%
SPY vs RCL
+396.5%
-89.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.8% |
| 7D | +0.1% | +5.0% | -4.9% | -0.8% |
| 30D | -3.3% | +19.4% | -22.7% | -6.6% |
| 3M | -2.4% | +5.9% | -8.4% | -3.8% |
| 6M | +2.6% | +23.8% | -21.2% | -2.2% |
| YTD | +11.2% | +22.8% | -11.6% | +5.2% |
| 1Y | +13.4% | +34.3% | -20.9% | +5.2% |
| 3Y | +79.9% | +276.4% | -196.5% | +34.9% |
| 5Y | +72.2% | +281.6% | -209.4% | +23.0% |
| 10Y | +307.3% | +379.0% | -71.7% | +171.5% |
| All | +307.3% | +396.5% | -89.2% | +171.5% |
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