+839.4%
RCL vs ET
+1,310.3%
-470.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -2.3% |
| 30D | +17.8% | -2.5% | +20.3% | +18.7% |
| 3M | +4.9% | -4.9% | +9.8% | +6.8% |
| 6M | +23.7% | -0.1% | +23.8% | +22.6% |
| YTD | +17.8% | +26.2% | -8.4% | +4.5% |
| 1Y | +28.9% | +25.2% | +3.8% | +14.7% |
| 3Y | +241.9% | +84.2% | +157.7% | +156.3% |
| 5Y | +295.4% | +216.1% | +79.3% | +136.2% |
| 10Y | +344.1% | +160.7% | +183.5% | +169.6% |
| All | +839.4% | +1,310.3% | -470.8% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling