+816.2%
RCL vs EFV
+249.2%
+567.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.1% |
| 7D | -1.2% | +2.5% | -3.7% | -4.5% |
| 30D | +17.8% | +2.9% | +14.9% | +13.5% |
| 3M | +4.9% | -1.4% | +6.4% | +7.0% |
| 6M | +23.7% | +5.5% | +18.2% | +14.8% |
| YTD | +17.8% | +16.1% | +1.7% | -3.5% |
| 1Y | +28.9% | +20.3% | +8.7% | +0.7% |
| 3Y | +241.9% | +90.4% | +151.4% | +41.2% |
| 5Y | +295.4% | +93.5% | +201.9% | +67.1% |
| 10Y | +344.1% | +161.5% | +182.6% | +48.6% |
| All | +816.2% | +249.2% | +567.0% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling