-25.1%
RCL vs ETR
+23.8%
-48.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.0% |
| 30D | -19.0% | +1.0% | -20.0% | -19.0% |
| 3M | -9.6% | -1.3% | -8.3% | -9.7% |
| 6M | -6.7% | +1.9% | -8.6% | -7.5% |
| YTD | -3.9% | +18.2% | -22.1% | -9.2% |
| 1Y | -25.1% | +24.7% | -49.8% | -31.0% |
| All | -25.1% | +23.8% | -48.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling