+3,437.2%
RCL vs ELV
+2,444.2%
+993.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.7% |
| 7D | -5.1% | +3.3% | -8.4% | -6.6% |
| 30D | -19.0% | +4.2% | -23.2% | -20.7% |
| 3M | -9.6% | -0.1% | -9.5% | -10.7% |
| 6M | -6.7% | +41.3% | -47.9% | -23.1% |
| YTD | -3.9% | +17.4% | -21.4% | -14.3% |
| 1Y | -25.1% | +35.1% | -60.2% | -38.3% |
| 3Y | +179.1% | -3.2% | +182.4% | +154.5% |
| 5Y | +243.3% | +15.6% | +227.7% | +171.8% |
| 10Y | +325.8% | +276.8% | +49.0% | +69.6% |
| All | +3,437.2% | +2,444.2% | +993.0% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling