+379.0%
RCL vs EIX
+30.9%
+348.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.4% |
| 7D | +5.0% | +0.7% | +4.2% | +4.6% |
| 30D | +19.4% | +8.8% | +10.6% | +14.9% |
| 3M | +5.9% | -10.9% | +16.8% | +9.2% |
| 6M | +23.8% | -10.3% | +34.1% | +26.2% |
| YTD | +22.8% | +5.8% | +17.0% | +13.7% |
| 1Y | +34.3% | +11.4% | +22.9% | +21.0% |
| 3Y | +276.4% | +11.1% | +265.4% | +223.1% |
| 5Y | +281.6% | +18.5% | +263.1% | +209.1% |
| 10Y | +379.0% | +32.2% | +346.8% | +274.2% |
| All | +379.0% | +30.9% | +348.1% | +274.2% |
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