+350.2%
RCL vs EMB
+29.2%
+321.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | 0.0% |
| 7D | -0.5% | +0.3% | -0.7% | -1.1% |
| 30D | -17.3% | -0.5% | -16.9% | -16.3% |
| 3M | -2.8% | +0.3% | -3.1% | -3.1% |
| 6M | -4.4% | +1.2% | -5.6% | -5.6% |
| YTD | -4.2% | +1.5% | -5.6% | -6.0% |
| 1Y | -23.4% | +4.8% | -28.2% | -30.0% |
| 3Y | +179.4% | +30.4% | +149.0% | +56.5% |
| 5Y | +238.8% | +7.3% | +231.5% | +218.5% |
| 10Y | +350.2% | +29.7% | +320.5% | +256.7% |
| All | +350.2% | +29.2% | +321.0% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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