+132.3%
EEM vs RCL
+341.7%
-209.5%
-39.8%
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% | -0.2% |
| 7D | +2.0% | -2.2% | +4.2% | +2.4% |
| 30D | +5.1% | -15.7% | +20.7% | +8.2% |
| 3M | +4.6% | -8.0% | +12.6% | +5.8% |
| 6M | +17.8% | -10.1% | +27.9% | +19.4% |
| YTD | +25.8% | -5.9% | +31.7% | +25.8% |
| 1Y | +36.4% | -23.5% | +59.9% | +40.8% |
| 3Y | +90.0% | +174.4% | -84.4% | +53.0% |
| 5Y | +46.6% | +227.1% | -180.6% | +9.5% |
| 10Y | +132.3% | +342.5% | -210.3% | +63.7% |
| All | +132.3% | +341.7% | -209.5% | +63.7% |
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