+5,811.4%
RCL vs ETR
+2,470.0%
+3,341.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +19.4% | +7.7% | +11.7% | +15.7% |
| 3M | +9.8% | +5.7% | +4.1% | +7.2% |
| 6M | +28.6% | -0.3% | +28.9% | +28.4% |
| YTD | +22.2% | +23.4% | -1.2% | +10.0% |
| 1Y | +29.7% | +18.5% | +11.2% | +18.8% |
| 3Y | +265.3% | +155.6% | +109.7% | +132.6% |
| 5Y | +301.8% | +158.7% | +143.1% | +151.3% |
| 10Y | +360.5% | +377.8% | -17.3% | +129.7% |
| All | +5,811.4% | +2,470.0% | +3,341.3% | +2,247.5% |
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