-6.7%
RCL vs EWT
+57.8%
-64.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.1% |
| 7D | -5.1% | +4.0% | -9.1% | -7.0% |
| 30D | -19.0% | +10.3% | -29.3% | -23.1% |
| 3M | -9.6% | +6.1% | -15.7% | -12.8% |
| 6M | -6.7% | +56.6% | -63.3% | -40.4% |
| All | -6.7% | +57.8% | -64.4% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling