+4,549.4%
RCL vs ES
+748.4%
+3,801.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -19.0% | -2.0% | -17.0% | -18.4% |
| 3M | -9.6% | +1.7% | -11.3% | -10.2% |
| 6M | -6.7% | -3.5% | -3.2% | -5.8% |
| YTD | -3.9% | +7.9% | -11.8% | -7.4% |
| 1Y | -25.1% | +17.2% | -42.3% | -30.6% |
| 3Y | +179.1% | +29.3% | +149.8% | +142.0% |
| 5Y | +243.3% | -5.7% | +249.1% | +233.2% |
| 10Y | +325.8% | +85.2% | +240.6% | +200.9% |
| All | +4,549.4% | +748.4% | +3,801.0% | +1,794.4% |
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