+261.1%
RCL vs EL
-66.1%
+327.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.6% |
| 7D | +6.5% | +0.8% | +5.7% | +6.2% |
| 30D | +15.9% | +16.5% | -0.6% | +9.8% |
| 3M | +2.7% | +29.2% | -26.5% | -7.0% |
| 6M | +15.2% | +27.9% | -12.7% | +4.0% |
| YTD | +19.2% | +6.2% | +13.0% | +12.9% |
| 1Y | +31.6% | +27.2% | +4.4% | +16.0% |
| 3Y | +274.2% | +3.2% | +271.0% | +223.2% |
| All | +261.1% | -66.1% | +327.3% | +497.0% |
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