+379.0%
RCL vs ELF
+354.8%
+24.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.2% |
| 7D | +5.0% | +7.8% | -2.9% | +2.6% |
| 30D | +19.4% | +9.3% | +10.1% | +16.2% |
| 3M | +5.9% | +21.2% | -15.2% | -0.7% |
| 6M | +23.8% | +96.1% | -72.3% | -0.9% |
| YTD | +22.8% | +57.0% | -34.1% | +3.5% |
| 1Y | +34.3% | +61.9% | -27.6% | +11.7% |
| 3Y | +276.4% | +20.0% | +256.4% | +183.1% |
| 5Y | +281.6% | +284.8% | -3.2% | +66.7% |
| 10Y | +379.0% | +364.2% | +14.8% | +52.1% |
| All | +379.0% | +354.8% | +24.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling