+818.1%
SPYM vs RCL
+889.9%
-71.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -2.4% | +19.4% | -21.8% | -5.9% |
| 3M | -1.1% | +9.8% | -10.9% | -3.3% |
| 6M | +3.3% | +28.6% | -25.3% | -2.5% |
| YTD | +12.4% | +22.2% | -9.8% | +5.9% |
| 1Y | +12.5% | +29.7% | -17.2% | +4.5% |
| 3Y | +79.1% | +265.3% | -186.2% | +31.9% |
| 5Y | +75.7% | +301.8% | -226.1% | +20.9% |
| 10Y | +313.9% | +360.5% | -46.6% | +139.3% |
| All | +818.1% | +889.9% | -71.8% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling