+350.2%
RCL vs EL
+31.4%
+318.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | -0.5% | +1.7% | -2.1% | -1.3% |
| 30D | -17.3% | +15.5% | -32.8% | -23.7% |
| 3M | -2.8% | +20.6% | -23.3% | -12.3% |
| 6M | -4.4% | +10.5% | -14.9% | -11.3% |
| YTD | -4.2% | -1.9% | -2.3% | -7.7% |
| 1Y | -23.4% | +16.1% | -39.4% | -33.5% |
| 3Y | +179.4% | -30.2% | +209.6% | +188.6% |
| 5Y | +238.8% | -67.4% | +306.1% | +499.6% |
| 10Y | +350.2% | +31.2% | +319.0% | +288.9% |
| All | +350.2% | +31.4% | +318.8% | +288.9% |
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