+5,669.9%
RCL vs ECL
+9,772.1%
-4,102.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.6% |
| 7D | +6.5% | -0.8% | +7.3% | +7.2% |
| 30D | +15.9% | +8.1% | +7.8% | +9.4% |
| 3M | +2.7% | +6.4% | -3.7% | -2.1% |
| 6M | +15.2% | +14.8% | +0.5% | +3.7% |
| YTD | +19.2% | +15.5% | +3.8% | +7.1% |
| 1Y | +31.6% | +20.1% | +11.5% | +14.9% |
| 3Y | +274.2% | +77.8% | +196.4% | +140.9% |
| 5Y | +250.1% | +37.9% | +212.2% | +171.0% |
| 10Y | +388.4% | +202.7% | +185.8% | +127.7% |
| All | +5,669.9% | +9,772.1% | -4,102.1% | +653.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling