+238.8%
RCL vs EWT
+154.5%
+84.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -0.5% | +1.6% | -2.1% | -1.8% |
| 30D | -17.3% | +8.2% | -25.5% | -22.7% |
| 3M | -2.8% | +11.1% | -13.8% | -12.8% |
| 6M | -4.4% | +60.4% | -64.8% | -39.6% |
| YTD | -4.2% | +75.6% | -79.7% | -45.0% |
| 1Y | -23.4% | +91.3% | -114.7% | -60.1% |
| 3Y | +179.4% | +200.3% | -20.9% | -20.1% |
| 5Y | +238.8% | +156.4% | +82.4% | +30.6% |
| All | +238.8% | +154.5% | +84.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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