+233.1%
RCL vs ELV
+16.2%
+216.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -17.3% | +2.0% | -19.3% | -17.5% |
| 3M | -2.8% | -3.5% | +0.7% | -2.5% |
| 6M | -4.4% | +40.2% | -44.6% | -8.9% |
| YTD | -4.2% | +15.8% | -20.0% | -6.5% |
| 1Y | -23.4% | +33.2% | -56.5% | -26.6% |
| 3Y | +179.4% | -6.2% | +185.6% | +176.6% |
| All | +233.1% | +16.2% | +216.9% | +201.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling