+227.1%
RCL vs EME
+544.7%
-317.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.6% |
| 7D | -2.2% | +2.7% | -4.9% | -3.5% |
| 30D | -15.7% | -6.8% | -8.9% | -13.0% |
| 3M | -8.0% | -8.8% | +0.9% | -5.2% |
| 6M | -10.1% | +5.0% | -15.1% | -14.5% |
| YTD | -5.9% | +23.5% | -29.4% | -19.0% |
| 1Y | -23.5% | +21.3% | -44.8% | -36.2% |
| 3Y | +174.4% | +241.1% | -66.7% | +0.8% |
| 5Y | +227.1% | +549.2% | -322.0% | -36.9% |
| All | +227.1% | +544.7% | -317.6% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling