+307.4%
RCL vs EFV
+93.3%
+214.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.4% |
| 7D | +8.5% | +2.1% | +6.4% | +5.2% |
| 30D | +20.4% | +3.1% | +17.3% | +15.3% |
| 3M | +11.0% | -1.3% | +12.3% | +13.1% |
| 6M | +24.9% | +6.0% | +18.8% | +14.2% |
| YTD | +23.9% | +15.8% | +8.0% | -0.3% |
| 1Y | +30.8% | +21.1% | +9.7% | -1.3% |
| 3Y | +270.4% | +91.0% | +179.4% | +33.7% |
| All | +307.4% | +93.3% | +214.0% | +53.5% |
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