+379.0%
RCL vs EL
+63.1%
+316.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.7% |
| 7D | +5.0% | +8.0% | -3.1% | +1.2% |
| 30D | +19.4% | +15.4% | +4.0% | +11.1% |
| 3M | +5.9% | +28.5% | -22.6% | -7.8% |
| 6M | +23.8% | +32.2% | -8.4% | +5.0% |
| YTD | +22.8% | +9.2% | +13.6% | +11.5% |
| 1Y | +34.3% | +30.8% | +3.5% | +10.2% |
| 3Y | +276.4% | +3.7% | +272.7% | +206.6% |
| 5Y | +281.6% | -64.8% | +346.4% | +556.6% |
| 10Y | +379.0% | +60.0% | +319.0% | +280.4% |
| All | +379.0% | +63.1% | +316.0% | +280.4% |
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