-28.2%
DHR vs RCL
+234.0%
-262.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -0.5% | -0.4% | -0.8% |
| 30D | +0.2% | -17.3% | +17.6% | +3.1% |
| 3M | +12.1% | -2.8% | +14.8% | +12.2% |
| 6M | +5.4% | -4.4% | +9.8% | +5.6% |
| YTD | -10.0% | -4.2% | -5.8% | -10.4% |
| 1Y | +4.1% | -23.4% | +27.5% | +6.8% |
| 3Y | -5.2% | +179.4% | -184.6% | -20.2% |
| 5Y | -28.2% | +238.8% | -267.0% | -46.2% |
| All | -28.2% | +234.0% | -262.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling