+241.9%
RCL vs EL
+3.0%
+238.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | +17.8% | +10.0% | +7.8% | +15.2% |
| 3M | +4.9% | +28.4% | -23.5% | -1.7% |
| 6M | +23.7% | +37.1% | -13.3% | +13.7% |
| YTD | +17.8% | +7.8% | +10.0% | +13.1% |
| 1Y | +28.9% | +26.0% | +2.9% | +18.8% |
| 3Y | +241.9% | +3.8% | +238.1% | +198.1% |
| All | +241.9% | +3.0% | +238.9% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling