+234.8%
RCL vs EW
-25.6%
+260.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.1% | -0.3% | -4.7% | -5.0% |
| 30D | -19.0% | +1.0% | -20.1% | -19.4% |
| 3M | -9.6% | +2.8% | -12.4% | -10.9% |
| 6M | -6.7% | +5.5% | -12.2% | -9.1% |
| YTD | -3.9% | +5.5% | -9.4% | -6.6% |
| 1Y | -25.1% | +11.0% | -36.1% | -28.9% |
| 3Y | +179.1% | +17.7% | +161.4% | +142.8% |
| All | +234.8% | -25.6% | +260.4% | +259.3% |
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