+238.8%
RCL vs ETR
+129.9%
+108.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | -17.3% | +1.9% | -19.2% | -17.8% |
| 3M | -2.8% | +1.0% | -3.7% | -3.3% |
| 6M | -4.4% | +4.8% | -9.2% | -6.6% |
| YTD | -4.2% | +19.5% | -23.7% | -10.9% |
| 1Y | -23.4% | +28.1% | -51.5% | -30.5% |
| 3Y | +179.4% | +151.1% | +28.2% | +96.6% |
| 5Y | +238.8% | +125.2% | +113.6% | +132.9% |
| All | +238.8% | +129.9% | +108.8% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling