+761.8%
EEM vs RCL
+2,780.0%
-2,018.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -6.2% | +19.4% | -25.6% | -10.8% |
| 3M | -5.2% | +9.8% | -15.0% | -8.1% |
| 6M | -8.1% | +28.6% | -36.8% | -15.1% |
| YTD | +14.0% | +22.2% | -8.2% | +5.4% |
| 1Y | +13.8% | +29.7% | -15.9% | +3.1% |
| 3Y | +73.7% | +265.3% | -191.6% | +12.4% |
| 5Y | +34.6% | +301.8% | -267.2% | -21.7% |
| 10Y | +123.6% | +360.5% | -236.9% | -3.1% |
| All | +761.8% | +2,780.0% | -2,018.2% | +45.1% |
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