+360.5%
RCL vs EFX
+78.9%
+281.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.6% | -2.0% | +2.6% | +1.6% |
| 30D | +19.4% | +27.9% | -8.5% | +4.3% |
| 3M | +9.8% | +3.8% | +5.9% | +6.0% |
| 6M | +28.6% | +13.0% | +15.7% | +17.0% |
| YTD | +22.2% | -12.4% | +34.5% | +26.1% |
| 1Y | +29.7% | -10.4% | +40.1% | +32.4% |
| 3Y | +265.3% | +4.4% | +260.9% | +220.7% |
| 5Y | +301.8% | -28.9% | +330.6% | +329.6% |
| 10Y | +360.5% | +81.7% | +278.8% | +179.2% |
| All | +360.5% | +78.9% | +281.6% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling