+46.6%
EEM vs RCL
+233.3%
-186.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +40.7% |
| 3Y | +90.0% | +174.4% | -84.4% | +52.1% |
| 5Y | +46.6% | +227.1% | -180.6% | +8.5% |
| All | +46.6% | +233.3% | -186.7% | +8.5% |
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