+226.6%
RCL vs ET
+241.7%
-15.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.5% | +1.4% | -3.8% | -3.3% |
| 30D | -15.7% | +4.6% | -20.2% | -18.2% |
| 3M | -3.6% | +16.0% | -19.7% | -13.2% |
| 6M | -8.7% | +22.8% | -31.5% | -21.8% |
| YTD | -6.2% | +38.9% | -45.0% | -26.8% |
| 1Y | -22.9% | +34.1% | -56.9% | -38.5% |
| 3Y | +173.6% | +98.8% | +74.8% | +61.4% |
| 5Y | +226.6% | +246.8% | -20.3% | +35.7% |
| All | +226.6% | +241.7% | -15.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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