+319.9%
RCL vs ELF
+357.0%
-37.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | -5.1% | +5.4% | -10.4% | -6.7% |
| 30D | -19.0% | +27.0% | -46.0% | -24.9% |
| 3M | -9.6% | +113.2% | -122.8% | -28.7% |
| 6M | -6.7% | +36.6% | -43.3% | -16.7% |
| YTD | -3.9% | +44.2% | -48.1% | -16.5% |
| 1Y | -25.1% | -18.0% | -7.1% | -25.8% |
| 3Y | +179.1% | -19.9% | +199.0% | +142.3% |
| 5Y | +243.3% | +257.7% | -14.4% | +56.2% |
| All | +319.9% | +357.0% | -37.1% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling