+296.1%
RCL vs EFX
-31.6%
+327.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +8.5% | +0.3% | +8.2% | +8.4% |
| 30D | +20.4% | +29.1% | -8.7% | +6.0% |
| 3M | +11.0% | +4.3% | +6.7% | +7.6% |
| 6M | +24.9% | +7.7% | +17.1% | +17.7% |
| YTD | +23.9% | -12.5% | +36.3% | +28.6% |
| 1Y | +30.8% | -8.8% | +39.7% | +33.0% |
| 3Y | +270.4% | +4.3% | +266.1% | +219.7% |
| 5Y | +296.1% | -29.4% | +325.5% | +272.5% |
| All | +296.1% | -31.6% | +327.7% | +272.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling