+360.5%
RCL vs EWZ
+67.2%
+293.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +19.4% | -25.5% | +44.9% | +38.2% |
| 3M | +9.8% | -4.5% | +14.3% | +8.4% |
| 6M | +28.6% | -15.3% | +43.9% | +35.9% |
| YTD | +22.2% | +3.1% | +19.1% | +14.3% |
| 1Y | +29.7% | +1.2% | +28.5% | +22.3% |
| 3Y | +265.3% | +19.3% | +246.0% | +205.0% |
| 5Y | +301.8% | +52.3% | +249.5% | +176.4% |
| 10Y | +360.5% | +67.0% | +293.5% | +220.7% |
| All | +360.5% | +67.2% | +293.3% | +220.7% |
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