+4,549.4%
RCL vs ETR
+2,361.7%
+2,187.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | -19.0% | +1.0% | -20.0% | -19.4% |
| 3M | -9.6% | -1.3% | -8.3% | -9.4% |
| 6M | -6.7% | +1.9% | -8.6% | -8.4% |
| YTD | -3.9% | +18.2% | -22.1% | -12.0% |
| 1Y | -25.1% | +24.7% | -49.8% | -33.1% |
| 3Y | +179.1% | +150.7% | +28.4% | +78.5% |
| 5Y | +243.3% | +127.0% | +116.3% | +126.8% |
| 10Y | +325.8% | +295.5% | +30.3% | +128.2% |
| All | +4,549.4% | +2,361.7% | +2,187.7% | +1,778.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling