+331.9%
RCL vs ETR
+378.9%
-47.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.2% | +1.2% | -2.3% | -1.8% |
| 30D | +17.8% | +7.0% | +10.8% | +13.7% |
| 3M | +4.9% | +4.6% | +0.3% | +2.5% |
| 6M | +23.7% | +0.1% | +23.6% | +23.1% |
| YTD | +17.8% | +23.2% | -5.4% | +2.8% |
| 1Y | +28.9% | +20.6% | +8.3% | +13.7% |
| 3Y | +241.9% | +156.3% | +85.6% | +84.1% |
| 5Y | +295.4% | +159.6% | +135.8% | +104.8% |
| All | +331.9% | +378.9% | -47.0% | +124.6% |
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