+331.9%
RCL vs ES
+98.2%
+233.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | +17.8% | +7.6% | +10.3% | +15.6% |
| 3M | +4.9% | +0.5% | +4.5% | +4.7% |
| 6M | +23.7% | +7.6% | +16.1% | +21.2% |
| YTD | +17.8% | +10.2% | +7.6% | +14.2% |
| 1Y | +28.9% | +1.8% | +27.1% | +27.1% |
| 3Y | +241.9% | +55.4% | +186.5% | +191.7% |
| 5Y | +295.4% | +7.3% | +288.1% | +277.4% |
| All | +331.9% | +98.2% | +233.7% | +287.8% |
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