+261.1%
RCL vs ELF
+266.1%
-5.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.4% | 0.0% |
| 7D | +6.5% | +4.0% | +2.5% | +5.5% |
| 30D | +15.9% | +10.6% | +5.3% | +13.0% |
| 3M | +2.7% | +25.8% | -23.1% | -3.4% |
| 6M | +15.2% | +89.1% | -73.8% | -2.8% |
| YTD | +19.2% | +52.7% | -33.5% | +4.7% |
| 1Y | +31.6% | +51.7% | -20.1% | +15.4% |
| 3Y | +274.2% | +14.2% | +260.0% | +184.8% |
| All | +261.1% | +266.1% | -5.0% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling