+234.8%
RCL vs ESI
+72.3%
+162.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -2.0% |
| 7D | -5.1% | +3.3% | -8.4% | -7.1% |
| 30D | -19.0% | -5.9% | -13.1% | -16.2% |
| 3M | -9.6% | -14.1% | +4.5% | -2.8% |
| 6M | -6.7% | +6.6% | -13.3% | -14.9% |
| YTD | -3.9% | +45.0% | -48.9% | -30.4% |
| 1Y | -25.1% | +41.5% | -66.5% | -45.6% |
| 3Y | +179.1% | +78.8% | +100.4% | +60.1% |
| All | +234.8% | +72.3% | +162.5% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling