+292.2%
RCL vs EW
-7.9%
+300.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -1.2% | +4.9% | -6.1% | -3.2% |
| 30D | +17.8% | +23.9% | -6.1% | +7.4% |
| 3M | +4.9% | +15.8% | -10.8% | -1.7% |
| 6M | +23.7% | +31.7% | -7.9% | +9.2% |
| YTD | +17.8% | +25.7% | -7.9% | +5.8% |
| 1Y | +28.9% | +24.4% | +4.5% | +16.3% |
| 3Y | +241.9% | +65.9% | +176.0% | +150.1% |
| All | +292.2% | -7.9% | +300.1% | +299.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling