+379.0%
RCL vs ESI
+323.5%
+55.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | -0.1% |
| 7D | +5.0% | -3.5% | +8.4% | +6.6% |
| 30D | +19.4% | -9.3% | +28.6% | +25.4% |
| 3M | +5.9% | -12.8% | +18.7% | +12.8% |
| 6M | +23.8% | -24.6% | +48.4% | +41.2% |
| YTD | +22.8% | +32.7% | -9.9% | -5.0% |
| 1Y | +34.3% | +20.3% | +14.0% | +10.3% |
| 3Y | +276.4% | +80.2% | +196.2% | +127.3% |
| 5Y | +281.6% | +40.0% | +241.6% | +172.3% |
| 10Y | +379.0% | +310.8% | +68.2% | +82.5% |
| All | +379.0% | +323.5% | +55.5% | +82.5% |
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