+234.8%
RCL vs EMR
+60.6%
+174.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.5% |
| 7D | -5.1% | -1.5% | -3.6% | -4.0% |
| 30D | -19.0% | -5.6% | -13.4% | -15.4% |
| 3M | -9.6% | +7.9% | -17.5% | -15.6% |
| 6M | -6.7% | +6.0% | -12.7% | -11.5% |
| YTD | -3.9% | +16.4% | -20.4% | -16.2% |
| 1Y | -25.1% | +16.6% | -41.7% | -35.1% |
| 3Y | +179.1% | +62.9% | +116.3% | +78.4% |
| All | +234.8% | +60.6% | +174.2% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling