+350.2%
RCL vs EMR
+268.7%
+81.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.1% |
| 7D | -0.5% | +3.1% | -3.5% | -3.2% |
| 30D | -17.3% | -3.5% | -13.8% | -14.8% |
| 3M | -2.8% | +9.8% | -12.5% | -11.7% |
| 6M | -4.4% | +10.8% | -15.2% | -13.8% |
| YTD | -4.2% | +15.9% | -20.1% | -18.3% |
| 1Y | -23.4% | +16.4% | -39.8% | -35.4% |
| 3Y | +179.4% | +62.1% | +117.3% | +63.9% |
| 5Y | +238.8% | +62.9% | +175.8% | +96.3% |
| 10Y | +350.2% | +267.8% | +82.4% | +45.1% |
| All | +350.2% | +268.7% | +81.5% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling