+854.3%
EEM vs RCL
+2,165.1%
-1,310.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +2.3% | -5.1% | +7.4% | +3.8% |
| 30D | +4.5% | -19.0% | +23.5% | +10.7% |
| 3M | -0.1% | -9.6% | +9.5% | +2.3% |
| 6M | +16.9% | -6.7% | +23.6% | +18.2% |
| YTD | +26.2% | -3.9% | +30.1% | +25.2% |
| 1Y | +40.5% | -25.1% | +65.6% | +48.2% |
| 3Y | +86.2% | +179.1% | -92.9% | +29.9% |
| 5Y | +45.5% | +243.3% | -197.9% | -11.8% |
| 10Y | +128.6% | +325.8% | -197.1% | -0.4% |
| All | +854.3% | +2,165.1% | -1,310.9% | +72.4% |
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 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