+204.4%
DHR vs RCL
+344.1%
-139.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -5.0% | -2.5% | -2.5% | -4.7% |
| 30D | -3.3% | -15.7% | +12.3% | -1.5% |
| 3M | +9.4% | -3.6% | +13.0% | +9.7% |
| 6M | +3.2% | -8.7% | +11.8% | +3.8% |
| YTD | -12.0% | -6.2% | -5.9% | -12.1% |
| 1Y | +4.9% | -22.9% | +27.7% | +6.9% |
| 3Y | -7.4% | +173.6% | -180.9% | -18.4% |
| 5Y | -29.8% | +226.6% | -256.3% | -41.0% |
| All | +204.4% | +344.1% | -139.7% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling