+322.9%
SPYM vs RCL
+341.7%
-18.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | -1.4% | -15.7% | +14.3% | +1.8% |
| 3M | +3.7% | -8.0% | +11.7% | +5.0% |
| 6M | +13.0% | -10.1% | +23.2% | +14.5% |
| YTD | +12.5% | -5.9% | +18.4% | +12.1% |
| 1Y | +18.6% | -23.5% | +42.1% | +22.4% |
| 3Y | +78.0% | +174.4% | -96.3% | +41.9% |
| 5Y | +82.3% | +227.1% | -144.8% | +34.6% |
| 10Y | +322.9% | +342.5% | -19.7% | +190.6% |
| All | +322.9% | +341.7% | -18.9% | +190.6% |
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 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