+24.7%
RCL vs ESI
+21.7%
+3.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.2% |
| 7D | -0.2% | +8.3% | -8.6% | -2.9% |
| 30D | +14.4% | -10.4% | +24.8% | +18.2% |
| 3M | +5.2% | -13.2% | +18.3% | +9.7% |
| 6M | +26.1% | -23.9% | +50.0% | +37.1% |
| YTD | +17.4% | +34.2% | -16.8% | -4.8% |
| 1Y | +24.7% | +22.2% | +2.4% | +5.2% |
| All | +24.7% | +21.7% | +3.0% | +5.2% |
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