+4,549.4%
RCL vs EFX
+5,198.0%
-648.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.2% | +3.3% |
| 7D | -5.1% | -8.6% | +3.5% | -0.5% |
| 30D | -19.0% | +0.1% | -19.1% | -19.4% |
| 3M | -9.6% | +3.8% | -13.4% | -12.8% |
| 6M | -6.7% | -13.5% | +6.8% | -1.0% |
| YTD | -3.9% | -17.7% | +13.7% | +3.4% |
| 1Y | -25.1% | -25.6% | +0.5% | -15.2% |
| 3Y | +179.1% | -12.1% | +191.2% | +176.0% |
| 5Y | +243.3% | -33.8% | +277.1% | +289.5% |
| 10Y | +325.8% | +45.1% | +280.6% | +199.2% |
| All | +4,549.4% | +5,198.0% | -648.6% | +933.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling