+238.8%
RCL vs EFV
+96.3%
+142.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.8% |
| 7D | -0.5% | +1.0% | -1.4% | -1.9% |
| 30D | -17.3% | +0.2% | -17.5% | -17.5% |
| 3M | -2.8% | +9.6% | -12.4% | -15.3% |
| 6M | -4.4% | +14.0% | -18.4% | -20.9% |
| YTD | -4.2% | +18.5% | -22.6% | -25.2% |
| 1Y | -23.4% | +27.9% | -51.3% | -46.6% |
| 3Y | +179.4% | +92.4% | +86.9% | +1.3% |
| 5Y | +238.8% | +97.2% | +141.6% | +20.7% |
| All | +238.8% | +96.3% | +142.4% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling