+234.8%
RCL vs EMB
+7.4%
+227.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -19.0% | -0.3% | -18.7% | -18.5% |
| 3M | -9.6% | -0.4% | -9.2% | -8.5% |
| 6M | -6.7% | +0.1% | -6.8% | -5.8% |
| YTD | -3.9% | +1.6% | -5.5% | -5.5% |
| 1Y | -25.1% | +5.6% | -30.7% | -31.1% |
| 3Y | +179.1% | +29.8% | +149.3% | +82.2% |
| All | +234.8% | +7.4% | +227.4% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling