+238.8%
RCL vs EFX
-35.1%
+273.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.2% |
| 7D | -0.5% | -7.8% | +7.4% | +3.4% |
| 30D | -17.3% | -5.7% | -11.6% | -15.3% |
| 3M | -2.8% | +2.5% | -5.3% | -5.3% |
| 6M | -4.4% | -16.7% | +12.3% | +3.2% |
| YTD | -4.2% | -20.2% | +16.0% | +4.7% |
| 1Y | -23.4% | -31.4% | +8.0% | -9.7% |
| 3Y | +179.4% | -10.5% | +189.9% | +165.5% |
| 5Y | +238.8% | -35.2% | +274.0% | +256.5% |
| All | +238.8% | -35.1% | +273.8% | +256.5% |
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