+180.1%
RCL vs EFV
+94.0%
+86.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | +1.5% | -6.6% | -6.9% |
| 30D | -19.0% | +1.7% | -20.7% | -20.7% |
| 3M | -9.6% | +8.6% | -18.2% | -18.5% |
| 6M | -6.7% | +11.7% | -18.4% | -18.4% |
| YTD | -3.9% | +19.3% | -23.2% | -22.3% |
| 1Y | -25.1% | +30.2% | -55.3% | -45.2% |
| All | +180.1% | +94.0% | +86.1% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling