+24.7%
RCL vs ELV
+39.2%
-14.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +14.4% | +1.1% | +13.3% | +14.2% |
| 3M | +5.2% | +8.2% | -3.0% | +4.4% |
| 6M | +26.1% | +10.2% | +15.9% | +24.6% |
| YTD | +17.4% | +24.4% | -7.1% | +11.0% |
| 1Y | +24.7% | +33.8% | -9.1% | +12.0% |
| All | +24.7% | +39.2% | -14.5% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling