-23.4%
RCL vs EL
+15.2%
-38.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -0.5% | +1.7% | -2.1% | -0.8% |
| 30D | -17.3% | +15.5% | -32.8% | -20.0% |
| 3M | -2.8% | +20.6% | -23.3% | -6.8% |
| 6M | -4.4% | +10.5% | -14.9% | -8.3% |
| YTD | -4.2% | -1.9% | -2.3% | -7.0% |
| 1Y | -23.4% | +16.1% | -39.4% | -28.6% |
| All | -23.4% | +15.2% | -38.5% | -28.6% |
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