+395.7%
EFA vs RCL
+1,421.3%
-1,025.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | -5.1% | +5.7% | +1.8% |
| 30D | +0.9% | -19.0% | +19.9% | +5.9% |
| 3M | +4.9% | -9.6% | +14.5% | +6.9% |
| 6M | +8.6% | -6.7% | +15.3% | +9.4% |
| YTD | +14.6% | -3.9% | +18.5% | +13.7% |
| 1Y | +22.6% | -25.1% | +47.7% | +28.2% |
| 3Y | +66.5% | +179.1% | -112.6% | +23.5% |
| 5Y | +54.5% | +243.3% | -188.8% | +2.4% |
| 10Y | +144.8% | +325.8% | -181.0% | +26.2% |
| All | +395.7% | +1,421.3% | -1,025.6% | +36.1% |
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