+5,669.9%
RCL vs ED
+1,579.1%
+4,090.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.7% | +2.3% |
| 7D | +6.5% | +1.6% | +4.9% | +5.9% |
| 30D | +15.9% | +13.3% | +2.6% | +10.4% |
| 3M | +2.7% | +9.7% | -7.0% | -1.0% |
| 6M | +15.2% | +12.8% | +2.4% | +9.6% |
| YTD | +19.2% | +22.3% | -3.1% | +9.2% |
| 1Y | +31.6% | +26.3% | +5.3% | +18.8% |
| 3Y | +274.2% | +45.0% | +229.2% | +210.5% |
| 5Y | +250.1% | +80.2% | +169.9% | +161.1% |
| 10Y | +388.4% | +129.9% | +258.6% | +206.4% |
| All | +5,669.9% | +1,579.1% | +4,090.8% | +1,745.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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