+360.5%
RCL vs ES
+92.3%
+268.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +19.4% | +6.7% | +12.7% | +17.4% |
| 3M | +9.8% | +0.3% | +9.4% | +9.6% |
| 6M | +28.6% | +7.4% | +21.2% | +26.1% |
| YTD | +22.2% | +8.4% | +13.8% | +18.9% |
| 1Y | +29.7% | +0.6% | +29.1% | +28.3% |
| 3Y | +265.3% | +50.6% | +214.7% | +214.4% |
| 5Y | +301.8% | +4.8% | +296.9% | +285.9% |
| 10Y | +360.5% | +93.1% | +267.4% | +319.5% |
| All | +360.5% | +92.3% | +268.2% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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