+360.5%
RCL vs ECL
+196.0%
+164.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.9% |
| 7D | +0.6% | -2.3% | +2.9% | +2.7% |
| 30D | +19.4% | +8.3% | +11.1% | +11.4% |
| 3M | +9.8% | +8.4% | +1.3% | +1.9% |
| 6M | +28.6% | +23.3% | +5.4% | +6.2% |
| YTD | +22.2% | +18.2% | +3.9% | +5.0% |
| 1Y | +29.7% | +18.8% | +11.0% | +11.1% |
| 3Y | +265.3% | +78.5% | +186.8% | +111.7% |
| 5Y | +301.8% | +40.1% | +261.7% | +188.5% |
| 10Y | +360.5% | +196.5% | +164.0% | +130.2% |
| All | +360.5% | +196.0% | +164.4% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling