+311.3%
RCL vs ELF
+317.0%
-5.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.6% |
| 7D | -2.2% | -6.8% | +4.6% | -0.2% |
| 30D | -15.7% | +5.1% | -20.7% | -17.2% |
| 3M | -8.0% | +79.8% | -87.7% | -23.6% |
| 6M | -10.1% | +29.7% | -39.9% | -18.4% |
| YTD | -5.9% | +31.6% | -37.5% | -16.0% |
| 1Y | -23.5% | -27.9% | +4.4% | -21.2% |
| 3Y | +174.4% | -26.4% | +200.8% | +144.1% |
| 5Y | +227.1% | +235.6% | -8.5% | +51.3% |
| All | +311.3% | +317.0% | -5.7% | +43.5% |
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