+29.7%
RCL vs EL
+25.2%
+4.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | +19.4% | +12.3% | +7.1% | +16.6% |
| 3M | +9.8% | +28.4% | -18.6% | +3.8% |
| 6M | +28.6% | +36.7% | -8.1% | +19.4% |
| YTD | +22.2% | +8.4% | +13.8% | +16.8% |
| 1Y | +29.7% | +25.4% | +4.3% | +18.9% |
| All | +29.7% | +25.2% | +4.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling