+24.7%
RCL vs EME
+2.9%
+21.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -0.2% | +11.3% | -11.6% | -2.6% |
| 30D | +14.4% | -14.6% | +28.9% | +18.1% |
| 3M | +5.2% | -20.4% | +25.6% | +10.3% |
| 6M | +26.1% | -28.3% | +54.4% | +39.4% |
| YTD | +17.4% | +8.6% | +8.8% | +15.7% |
| 1Y | +24.7% | +3.2% | +21.4% | +23.9% |
| All | +24.7% | +2.9% | +21.8% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling