+350.2%
RCL vs ESI
+307.6%
+42.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | -0.5% | +5.4% | -5.8% | -3.6% |
| 30D | -17.3% | -4.2% | -13.2% | -15.5% |
| 3M | -2.8% | -9.6% | +6.9% | +1.1% |
| 6M | -4.4% | +18.3% | -22.7% | -16.9% |
| YTD | -4.2% | +45.8% | -50.0% | -27.9% |
| 1Y | -23.4% | +39.2% | -62.5% | -41.3% |
| 3Y | +179.4% | +86.3% | +93.1% | +72.8% |
| 5Y | +238.8% | +76.2% | +162.5% | +117.5% |
| 10Y | +350.2% | +306.8% | +43.4% | +91.3% |
| All | +350.2% | +307.6% | +42.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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