+15.2%
RCL vs EMR
+15.2%
+0.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.5% |
| 7D | +6.5% | -1.6% | +8.1% | +7.6% |
| 30D | +15.9% | +2.0% | +13.9% | +14.9% |
| 3M | +2.7% | +3.8% | -1.1% | +0.6% |
| 6M | +15.2% | +10.5% | +4.7% | +7.1% |
| All | +15.2% | +15.2% | +0.1% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling