+234.8%
RCL vs EIX
+22.8%
+212.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | -5.1% | -19.1% | +14.0% | +0.5% |
| 30D | -19.0% | -16.9% | -2.1% | -15.3% |
| 3M | -9.6% | -20.0% | +10.4% | -4.4% |
| 6M | -6.7% | -21.3% | +14.6% | -1.1% |
| YTD | -3.9% | -1.7% | -2.2% | -7.2% |
| 1Y | -25.1% | +9.6% | -34.7% | -30.9% |
| 3Y | +179.1% | -3.7% | +182.8% | +158.5% |
| All | +234.8% | +22.8% | +212.0% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling