+342.5%
RCL vs ETR
+288.4%
+54.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -15.7% | +2.0% | -17.7% | -16.7% |
| 3M | -8.0% | -1.7% | -6.3% | -7.5% |
| 6M | -10.1% | +3.6% | -13.7% | -13.1% |
| YTD | -5.9% | +18.0% | -23.9% | -16.0% |
| 1Y | -23.5% | +26.2% | -49.7% | -34.4% |
| 3Y | +174.4% | +148.0% | +26.4% | +50.7% |
| 5Y | +227.1% | +126.1% | +101.1% | +86.4% |
| 10Y | +342.5% | +302.3% | +40.2% | +137.1% |
| All | +342.5% | +288.4% | +54.1% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling