+4,033.0%
RCL vs EL
+1,792.3%
+2,240.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.3% |
| 7D | +6.5% | +0.8% | +5.7% | +6.0% |
| 30D | +15.9% | +16.5% | -0.6% | +7.2% |
| 3M | +2.7% | +29.2% | -26.5% | -11.0% |
| 6M | +15.2% | +27.9% | -12.7% | -0.8% |
| YTD | +19.2% | +6.2% | +13.0% | +9.6% |
| 1Y | +31.6% | +27.2% | +4.4% | +9.9% |
| 3Y | +274.2% | +3.2% | +271.0% | +209.4% |
| 5Y | +250.1% | -66.0% | +316.1% | +410.7% |
| 10Y | +388.4% | +58.3% | +330.1% | +232.9% |
| All | +4,033.0% | +1,792.3% | +2,240.7% | +1,099.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling