+296.1%
RCL vs ES
+1.9%
+294.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +8.5% | +0.9% | +7.7% | +8.3% |
| 30D | +20.4% | +5.9% | +14.5% | +19.2% |
| 3M | +11.0% | -1.0% | +12.0% | +11.1% |
| 6M | +24.9% | +7.2% | +17.7% | +23.2% |
| YTD | +23.9% | +7.0% | +16.9% | +21.9% |
| 1Y | +30.8% | +0.5% | +30.4% | +29.9% |
| 3Y | +270.4% | +48.7% | +221.7% | +224.6% |
| 5Y | +296.1% | +1.9% | +294.2% | +287.7% |
| All | +296.1% | +1.9% | +294.2% | +287.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling