+350.2%
RCL vs ECL
+153.2%
+197.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -17.3% | -2.5% | -14.9% | -15.5% |
| 3M | -2.8% | +8.3% | -11.1% | -9.5% |
| 6M | -4.4% | -1.1% | -3.3% | -3.5% |
| YTD | -4.2% | +6.5% | -10.7% | -9.5% |
| 1Y | -23.4% | +2.1% | -25.4% | -24.8% |
| 3Y | +179.4% | +57.6% | +121.8% | +81.1% |
| 5Y | +238.8% | +28.1% | +210.7% | +162.3% |
| 10Y | +350.2% | +153.2% | +197.0% | +141.9% |
| All | +350.2% | +153.2% | +197.0% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ECL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling