-23.5%
RCL vs ESI
+38.0%
-61.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -2.2% | +3.9% | -6.1% | -3.6% |
| 30D | -15.7% | -3.8% | -11.9% | -14.6% |
| 3M | -8.0% | -13.1% | +5.2% | -4.2% |
| 6M | -10.1% | +11.3% | -21.5% | -16.7% |
| YTD | -5.9% | +44.1% | -50.0% | -21.5% |
| 1Y | -23.5% | +40.3% | -63.8% | -36.1% |
| All | -23.5% | +38.0% | -61.5% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling