+2,100.5%
RCL vs EWT
+594.1%
+1,506.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.5% |
| 7D | -5.1% | +4.0% | -9.1% | -7.8% |
| 30D | -19.0% | +10.3% | -29.3% | -24.8% |
| 3M | -9.6% | +6.1% | -15.7% | -15.0% |
| 6M | -6.7% | +56.6% | -63.3% | -34.4% |
| YTD | -3.9% | +76.6% | -80.5% | -38.4% |
| 1Y | -25.1% | +97.9% | -123.0% | -56.2% |
| 3Y | +179.1% | +198.0% | -18.9% | +18.8% |
| 5Y | +243.3% | +151.8% | +91.6% | +70.2% |
| 10Y | +325.8% | +514.1% | -188.4% | +20.5% |
| All | +2,100.5% | +594.1% | +1,506.4% | +332.7% |
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