+332.4%
RCL vs ELV
+258.8%
+73.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -2.2% | -2.2% | 0.0% | -1.3% |
| 30D | -15.7% | -0.2% | -15.5% | -15.7% |
| 3M | -8.0% | -6.1% | -1.9% | -6.5% |
| 6M | -10.1% | +42.8% | -53.0% | -24.0% |
| YTD | -5.9% | +14.4% | -20.3% | -13.5% |
| 1Y | -23.5% | +28.6% | -52.1% | -33.7% |
| 3Y | +174.4% | -7.4% | +181.8% | +160.2% |
| 5Y | +227.1% | +14.5% | +212.7% | +159.0% |
| All | +332.4% | +258.8% | +73.6% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling