+30.8%
RCL vs EL
+30.6%
+0.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +8.5% | +7.6% | +0.9% | +7.0% |
| 30D | +20.4% | +15.7% | +4.7% | +16.9% |
| 3M | +11.0% | +30.5% | -19.5% | +4.6% |
| 6M | +24.9% | +32.5% | -7.7% | +17.0% |
| YTD | +23.9% | +9.4% | +14.4% | +18.2% |
| 1Y | +30.8% | +28.4% | +2.5% | +21.9% |
| All | +30.8% | +30.6% | +0.3% | +21.9% |
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