+5,591.8%
RCL vs ES
+768.9%
+4,822.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.9% |
| 7D | +3.9% | +5.9% | -2.0% | +1.8% |
| 30D | +11.8% | +10.2% | +1.6% | +7.8% |
| 3M | -0.8% | +0.4% | -1.3% | -1.1% |
| 6M | +23.6% | +6.9% | +16.8% | +20.2% |
| YTD | +17.6% | +10.5% | +7.1% | +12.3% |
| 1Y | +28.3% | +3.2% | +25.1% | +24.8% |
| 3Y | +261.4% | +49.0% | +212.4% | +197.5% |
| 5Y | +245.3% | +4.5% | +240.9% | +222.5% |
| 10Y | +381.8% | +92.3% | +289.5% | +235.7% |
| All | +5,591.8% | +768.9% | +4,822.9% | +2,197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling