+293.8%
RCL vs EME
+414.8%
-121.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -0.2% | +11.3% | -11.6% | -5.2% |
| 30D | +14.4% | -14.6% | +28.9% | +22.0% |
| 3M | +5.2% | -20.4% | +25.6% | +15.7% |
| 6M | +26.1% | -28.3% | +54.4% | +44.9% |
| YTD | +17.4% | +8.6% | +8.8% | +6.1% |
| 1Y | +24.7% | +3.2% | +21.4% | +15.6% |
| 3Y | +250.9% | +216.8% | +34.2% | +27.2% |
| 5Y | +293.8% | +417.5% | -123.6% | -18.4% |
| All | +293.8% | +414.8% | -121.0% | -18.4% |
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