+32.0%
RCL vs EWZ
+7.8%
+24.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.7% | +6.1% |
| 7D | +11.7% | -4.1% | +15.8% | +12.5% |
| 30D | +21.1% | -25.0% | +46.1% | +27.3% |
| 3M | +2.9% | -10.6% | +13.5% | +0.8% |
| 6M | +29.8% | -16.6% | +46.4% | +31.3% |
| YTD | +21.4% | +2.5% | +18.9% | +16.0% |
| 1Y | +32.0% | +8.1% | +24.0% | +23.8% |
| All | +32.0% | +7.8% | +24.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling