-25.1%
RCL vs EMR
+19.4%
-44.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.4% |
| 7D | -5.1% | -1.5% | -3.6% | -4.1% |
| 30D | -19.0% | -5.6% | -13.4% | -15.8% |
| 3M | -9.6% | +7.9% | -17.5% | -15.1% |
| 6M | -6.7% | +6.0% | -12.7% | -12.1% |
| YTD | -3.9% | +16.4% | -20.4% | -14.6% |
| 1Y | -25.1% | +16.6% | -41.7% | -33.9% |
| All | -25.1% | +19.4% | -44.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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