+173.5%
RCL vs EWZ
+45.8%
+127.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -15.7% | +8.2% | -23.8% | -18.9% |
| 3M | -8.0% | +13.3% | -21.3% | -13.8% |
| 6M | -10.1% | +3.6% | -13.7% | -11.9% |
| YTD | -5.9% | +21.0% | -26.9% | -14.4% |
| 1Y | -23.5% | +34.7% | -58.2% | -34.4% |
| All | +173.5% | +45.8% | +127.7% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling