+903.3%
RCL vs EMB
+127.1%
+776.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -0.1% | +6.6% | +6.8% |
| 30D | +15.9% | +1.3% | +14.6% | +13.7% |
| 3M | +2.7% | -2.2% | +4.9% | +6.7% |
| 6M | +15.2% | -2.3% | +17.6% | +20.4% |
| YTD | +19.2% | -0.6% | +19.9% | +22.0% |
| 1Y | +31.6% | +0.5% | +31.1% | +32.5% |
| 3Y | +274.2% | +29.4% | +244.8% | +157.1% |
| 5Y | +250.1% | +6.5% | +243.6% | +229.7% |
| 10Y | +388.4% | +29.8% | +358.7% | +295.0% |
| All | +903.3% | +127.1% | +776.2% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling