+292.2%
RCL vs ESI
+36.5%
+255.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.2% | +5.5% | -6.7% | -4.5% |
| 30D | +17.8% | -7.8% | +25.6% | +22.5% |
| 3M | +4.9% | -15.0% | +20.0% | +13.7% |
| 6M | +23.7% | -24.9% | +48.6% | +42.2% |
| YTD | +17.8% | +33.2% | -15.4% | -12.7% |
| 1Y | +28.9% | +24.9% | +4.0% | -0.3% |
| 3Y | +241.9% | +77.8% | +164.1% | +84.1% |
| All | +292.2% | +36.5% | +255.7% | +186.1% |
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 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