+234.8%
RCL vs EL
-67.1%
+301.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.2% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | -19.0% | +19.8% | -38.8% | -24.4% |
| 3M | -9.6% | +25.7% | -35.3% | -17.1% |
| 6M | -6.7% | +5.4% | -12.1% | -9.9% |
| YTD | -3.9% | +0.2% | -4.1% | -6.8% |
| 1Y | -25.1% | +20.4% | -45.5% | -32.9% |
| 3Y | +179.1% | -32.1% | +211.2% | +200.4% |
| All | +234.8% | -67.1% | +301.9% | +473.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling