+4,397.3%
RCL vs ELV
+2,593.2%
+1,804.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | +19.4% | +1.8% | +17.7% | +18.2% |
| 3M | +9.8% | +10.5% | -0.7% | +4.1% |
| 6M | +28.6% | +13.5% | +15.2% | +18.6% |
| YTD | +22.2% | +24.3% | -2.2% | +5.6% |
| 1Y | +29.7% | +38.9% | -9.2% | +5.8% |
| 3Y | +265.3% | -1.5% | +266.8% | +230.1% |
| 5Y | +301.8% | +7.3% | +294.5% | +234.5% |
| 10Y | +360.5% | +268.7% | +91.8% | +86.5% |
| All | +4,397.3% | +2,593.2% | +1,804.2% | +649.4% |
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