+360.5%
RCL vs EL
+63.7%
+296.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +0.6% | +0.3% | +0.4% | +0.5% |
| 30D | +19.4% | +12.3% | +7.1% | +12.7% |
| 3M | +9.8% | +28.4% | -18.6% | -4.4% |
| 6M | +28.6% | +36.7% | -8.1% | +7.2% |
| YTD | +22.2% | +8.4% | +13.8% | +11.3% |
| 1Y | +29.7% | +25.4% | +4.3% | +8.8% |
| 3Y | +265.3% | +3.4% | +261.9% | +197.5% |
| 5Y | +301.8% | -64.8% | +366.5% | +590.1% |
| 10Y | +360.5% | +63.0% | +297.5% | +251.8% |
| All | +360.5% | +63.7% | +296.8% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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