+1,132.6%
RCL vs EW
+6,974.1%
-5,841.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 6M | -6.7% | +5.5% | -12.2% | -8.9% |
| YTD | -3.9% | +5.5% | -9.4% | -6.4% |
| 1Y | -25.1% | +11.0% | -36.1% | -28.6% |
| 3Y | +179.1% | +17.7% | +161.4% | +149.1% |
| 5Y | +243.3% | -25.7% | +269.1% | +262.1% |
| 10Y | +325.8% | +132.8% | +193.0% | +197.8% |
| All | +1,132.6% | +6,974.1% | -5,841.5% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling