+350.2%
RCL vs EIX
+23.2%
+327.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -2.4% |
| 7D | -0.5% | +0.9% | -1.4% | -1.1% |
| 30D | -17.3% | -13.5% | -3.8% | -13.6% |
| 3M | -2.8% | -15.3% | +12.5% | +2.2% |
| 6M | -4.4% | -15.3% | +10.9% | +0.1% |
| YTD | -4.2% | +2.7% | -6.9% | -10.0% |
| 1Y | -23.4% | +17.4% | -40.8% | -33.2% |
| 3Y | +179.4% | -1.3% | +180.7% | +155.8% |
| 5Y | +238.8% | +27.2% | +211.6% | +161.9% |
| 10Y | +350.2% | +22.7% | +327.4% | +251.4% |
| All | +350.2% | +23.2% | +327.0% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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