+82.3%
SPYM vs RCL
+234.0%
-151.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.6% | -0.5% | +1.0% | +0.7% |
| 30D | -0.9% | -17.3% | +16.4% | +3.0% |
| 3M | +3.9% | -2.8% | +6.7% | +4.1% |
| 6M | +14.5% | -4.4% | +18.9% | +14.6% |
| YTD | +13.0% | -4.2% | +17.2% | +12.0% |
| 1Y | +19.4% | -23.4% | +42.8% | +23.8% |
| 3Y | +78.9% | +179.4% | -100.5% | +37.3% |
| 5Y | +82.3% | +238.8% | -156.4% | +27.0% |
| All | +82.3% | +234.0% | -151.6% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling