+32.2%
EEM vs RCL
+292.5%
-260.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | -5.4% | +17.8% | -23.2% | -8.2% |
| 3M | -8.6% | +4.9% | -13.6% | -9.7% |
| 6M | -8.9% | +23.7% | -32.6% | -12.8% |
| YTD | +11.9% | +17.8% | -5.9% | +7.2% |
| 1Y | +13.1% | +28.9% | -15.8% | +6.4% |
| 3Y | +70.7% | +241.9% | -171.2% | +30.4% |
| All | +32.2% | +292.5% | -260.3% | -3.5% |
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