+233.1%
RCL vs EWZ
+66.1%
+167.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -1.2% |
| 7D | -0.5% | +5.6% | -6.0% | -3.1% |
| 30D | -17.3% | +9.3% | -26.6% | -20.9% |
| 3M | -2.8% | +15.7% | -18.5% | -9.8% |
| 6M | -4.4% | +7.4% | -11.8% | -7.9% |
| YTD | -4.2% | +22.7% | -26.9% | -13.7% |
| 1Y | -23.4% | +36.4% | -59.8% | -34.8% |
| 3Y | +179.4% | +50.4% | +129.0% | +122.7% |
| All | +233.1% | +66.1% | +167.0% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling