+331.2%
RCL vs ELV
+278.2%
+52.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -2.4% |
| 7D | -2.5% | +0.9% | -3.3% | -2.9% |
| 30D | -15.7% | +7.2% | -22.8% | -18.1% |
| 3M | -3.6% | +3.4% | -7.0% | -5.9% |
| 6M | -8.7% | +48.6% | -57.3% | -24.0% |
| YTD | -6.2% | +20.6% | -26.7% | -15.6% |
| 1Y | -22.9% | +38.5% | -61.4% | -35.2% |
| 3Y | +173.6% | -2.4% | +176.0% | +153.8% |
| 5Y | +226.6% | +25.3% | +201.2% | +147.0% |
| All | +331.2% | +278.2% | +52.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling