+333.1%
RCL vs EME
+1,362.1%
-1,029.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -2.5% |
| 7D | -1.9% | +3.5% | -5.4% | -4.3% |
| 30D | -15.5% | -6.3% | -9.2% | -12.2% |
| 3M | -9.7% | -3.8% | -5.9% | -10.4% |
| 6M | -8.7% | +8.5% | -17.2% | -17.4% |
| YTD | -5.8% | +27.8% | -33.6% | -25.5% |
| 1Y | -24.5% | +22.2% | -46.7% | -41.1% |
| 3Y | +173.9% | +253.5% | -79.6% | -19.0% |
| 5Y | +228.0% | +578.6% | -350.6% | -46.9% |
| All | +333.1% | +1,362.1% | -1,029.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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