+379.0%
RCL vs EW
+236.4%
+142.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.7% |
| 7D | +5.0% | +12.3% | -7.3% | -1.3% |
| 30D | +19.4% | +22.9% | -3.5% | +7.1% |
| 3M | +5.9% | +16.7% | -10.8% | -2.7% |
| 6M | +23.8% | +31.0% | -7.2% | +6.6% |
| YTD | +22.8% | +22.8% | 0.0% | +9.0% |
| 1Y | +34.3% | +25.6% | +8.7% | +17.8% |
| 3Y | +276.4% | +62.0% | +214.5% | +164.6% |
| 5Y | +281.6% | -12.8% | +294.4% | +279.8% |
| 10Y | +379.0% | +239.8% | +139.2% | +173.8% |
| All | +379.0% | +236.4% | +142.6% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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