+877.1%
RCL vs ESI
+182.6%
+694.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.5% |
| 7D | +6.5% | -8.5% | +15.0% | +10.4% |
| 30D | +15.9% | -15.7% | +31.5% | +24.1% |
| 3M | +2.7% | -18.2% | +20.9% | +10.8% |
| 6M | +15.2% | -28.8% | +44.1% | +30.4% |
| YTD | +19.2% | +26.3% | -7.0% | +3.1% |
| 1Y | +31.6% | +18.2% | +13.4% | +16.9% |
| 3Y | +274.2% | +68.1% | +206.1% | +180.3% |
| 5Y | +250.1% | +28.8% | +221.3% | +194.8% |
| 10Y | +388.4% | +329.8% | +58.6% | +178.2% |
| All | +877.1% | +182.6% | +694.5% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling