+15.0%
EEM vs RCL
+27.6%
-12.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.4% |
| 7D | -3.0% | +11.7% | -14.7% | -5.1% |
| 30D | -10.3% | +21.1% | -31.5% | -13.7% |
| 3M | -6.6% | +2.9% | -9.5% | -7.2% |
| 6M | -3.4% | +29.8% | -33.2% | -8.8% |
| YTD | +13.2% | +21.4% | -8.2% | +7.8% |
| 1Y | +15.0% | +32.0% | -17.0% | +8.4% |
| All | +15.0% | +27.6% | -12.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling