+2,697.8%
RCL vs EWT
+519.9%
+2,177.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -5.6% |
| 7D | +0.6% | +3.2% | -2.6% | -2.7% |
| 30D | +19.4% | -12.3% | +31.7% | +29.4% |
| 3M | +9.8% | -3.6% | +13.4% | +10.5% |
| 6M | +28.6% | +3.1% | +25.5% | +20.9% |
| YTD | +22.2% | +57.7% | -35.5% | -16.5% |
| 1Y | +29.7% | +60.3% | -30.5% | -12.6% |
| 3Y | +265.3% | +163.4% | +101.9% | +66.9% |
| 5Y | +301.8% | +127.4% | +174.3% | +111.2% |
| 10Y | +360.5% | +462.7% | -102.2% | +37.4% |
| All | +2,697.8% | +519.9% | +2,177.9% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling