+79.9%
SPYM vs RCL
+180.7%
-100.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | -5.1% | +5.2% | +1.2% |
| 30D | +0.1% | -19.0% | +19.1% | +4.4% |
| 3M | +2.0% | -9.6% | +11.6% | +3.8% |
| 6M | +13.1% | -6.7% | +19.7% | +13.6% |
| YTD | +13.6% | -3.9% | +17.5% | +12.4% |
| 1Y | +20.1% | -25.1% | +45.2% | +25.8% |
| All | +79.9% | +180.7% | -100.8% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling