+350.2%
RCL vs EW
+124.3%
+225.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.6% |
| 7D | -0.5% | -4.4% | +4.0% | +1.9% |
| 30D | -17.3% | -3.3% | -14.0% | -16.0% |
| 3M | -2.8% | +1.0% | -3.8% | -3.7% |
| 6M | -4.4% | +6.2% | -10.6% | -7.8% |
| YTD | -4.2% | +1.7% | -5.9% | -5.8% |
| 1Y | -23.4% | +8.1% | -31.5% | -27.3% |
| 3Y | +179.4% | +17.1% | +162.3% | +136.2% |
| 5Y | +238.8% | -29.4% | +268.1% | +274.9% |
| 10Y | +350.2% | +121.7% | +228.5% | +195.9% |
| All | +350.2% | +124.3% | +225.9% | +195.9% |
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