+331.2%
RCL vs EFX
+41.8%
+289.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | -11.1% | +8.7% | +3.6% |
| 30D | -15.7% | -7.4% | -8.3% | -12.6% |
| 3M | -3.6% | +1.5% | -5.1% | -5.9% |
| 6M | -8.7% | -13.7% | +5.0% | -3.0% |
| YTD | -6.2% | -21.9% | +15.7% | +3.9% |
| 1Y | -22.9% | -30.8% | +7.9% | -9.0% |
| 3Y | +173.6% | -12.4% | +186.0% | +167.1% |
| 5Y | +226.6% | -35.9% | +262.5% | +270.7% |
| All | +331.2% | +41.8% | +289.4% | +209.1% |
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