+179.4%
RCL vs EME
+249.1%
-69.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.2% |
| 7D | -0.5% | +5.2% | -5.6% | -2.3% |
| 30D | -17.3% | -5.4% | -12.0% | -15.9% |
| 3M | -2.8% | -6.1% | +3.3% | -1.2% |
| 6M | -4.4% | +9.7% | -14.0% | -8.8% |
| YTD | -4.2% | +26.6% | -30.8% | -14.6% |
| 1Y | -23.4% | +24.6% | -48.0% | -33.6% |
| 3Y | +179.4% | +249.6% | -70.2% | +53.0% |
| All | +179.4% | +249.1% | -69.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling