+5,843.1%
RCL vs EMR
+2,682.1%
+3,161.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | -0.4% |
| 7D | +5.0% | +2.1% | +2.8% | +3.3% |
| 30D | +19.4% | +4.8% | +14.6% | +15.2% |
| 3M | +5.9% | +7.5% | -1.5% | -0.2% |
| 6M | +23.8% | +20.9% | +2.9% | +6.1% |
| YTD | +22.8% | +29.2% | -6.4% | -0.5% |
| 1Y | +34.3% | +33.0% | +1.3% | +6.3% |
| 3Y | +276.4% | +109.8% | +166.7% | +105.2% |
| 5Y | +281.6% | +91.9% | +189.6% | +125.0% |
| 10Y | +379.0% | +301.5% | +77.5% | +74.7% |
| All | +5,843.1% | +2,682.1% | +3,161.1% | +889.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling