+32.0%
RCL vs EFV
+25.8%
+6.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.2% | +1.8% |
| 7D | +11.7% | +2.9% | +8.8% | +7.3% |
| 30D | +21.1% | +3.6% | +17.6% | +15.4% |
| 3M | +2.9% | -0.1% | +3.0% | +3.0% |
| 6M | +29.8% | +9.6% | +20.2% | +12.1% |
| YTD | +21.4% | +17.0% | +4.4% | -7.0% |
| 1Y | +32.0% | +25.7% | +6.4% | -9.8% |
| All | +32.0% | +25.8% | +6.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling