+2,978.0%
RCL vs EME
+61,143.5%
-58,165.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.0% |
| 7D | -5.1% | +1.9% | -7.0% | -6.0% |
| 30D | -19.0% | -8.3% | -10.7% | -15.7% |
| 3M | -9.6% | -10.7% | +1.2% | -6.4% |
| 6M | -6.7% | +1.9% | -8.6% | -9.9% |
| YTD | -3.9% | +23.5% | -27.4% | -16.6% |
| 1Y | -25.1% | +18.0% | -43.1% | -35.1% |
| 3Y | +179.1% | +236.1% | -57.0% | +36.4% |
| 5Y | +243.3% | +527.9% | -284.6% | +22.4% |
| 10Y | +325.8% | +1,252.8% | -927.0% | +9.8% |
| All | +2,978.0% | +61,143.5% | -58,165.6% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling