+331.2%
RCL vs EWZ
+96.6%
+234.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | -2.5% | +1.1% | -3.6% | -3.1% |
| 30D | -15.7% | +13.5% | -29.2% | -21.9% |
| 3M | -3.6% | +15.2% | -18.9% | -11.9% |
| 6M | -8.7% | +3.7% | -12.4% | -11.0% |
| YTD | -6.2% | +22.5% | -28.7% | -17.5% |
| 1Y | -22.9% | +35.3% | -58.1% | -36.5% |
| 3Y | +173.6% | +50.2% | +123.4% | +107.4% |
| 5Y | +226.6% | +64.6% | +162.0% | +124.7% |
| All | +331.2% | +96.6% | +234.5% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling