-24.5%
RCL vs EWZ
+33.5%
-58.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.9% | +0.9% | -2.8% | -2.3% |
| 30D | -15.5% | +12.8% | -28.3% | -19.8% |
| 3M | -9.7% | +10.8% | -20.4% | -14.0% |
| 6M | -8.7% | +2.5% | -11.2% | -10.4% |
| YTD | -5.8% | +21.4% | -27.1% | -10.3% |
| 1Y | -24.5% | +32.8% | -57.2% | -28.9% |
| All | -24.5% | +33.5% | -58.0% | -28.9% |
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