-23.4%
RCL vs ELF
-23.1%
-0.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.5% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -17.3% | +5.9% | -23.3% | -18.2% |
| 3M | -2.8% | +99.5% | -102.3% | -13.0% |
| 6M | -4.4% | +26.5% | -30.9% | -10.1% |
| YTD | -4.2% | +37.2% | -41.3% | -10.1% |
| 1Y | -23.4% | -24.4% | +1.0% | -28.8% |
| All | -23.4% | -23.1% | -0.3% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling