+2,362.1%
RCL vs EWZ
+355.2%
+2,006.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +8.5% | +1.3% | +7.2% | +7.8% |
| 30D | +20.4% | -26.2% | +46.6% | +39.1% |
| 3M | +11.0% | -8.6% | +19.6% | +12.9% |
| 6M | +24.9% | -17.0% | +41.9% | +33.5% |
| YTD | +23.9% | +2.2% | +21.7% | +17.8% |
| 1Y | +30.8% | +2.7% | +28.2% | +23.7% |
| 3Y | +270.4% | +18.2% | +252.2% | +218.3% |
| 5Y | +296.1% | +56.0% | +240.1% | +183.3% |
| 10Y | +375.0% | +60.8% | +314.2% | +219.6% |
| All | +2,362.1% | +355.2% | +2,006.9% | +908.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling