+240.9%
DIA vs RCL
+396.5%
-155.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.6% |
| 7D | +0.8% | +5.0% | -4.2% | -0.2% |
| 30D | +1.4% | +19.4% | -18.0% | -2.0% |
| 3M | -2.7% | +5.9% | -8.6% | -4.0% |
| 6M | +6.2% | +23.8% | -17.6% | +1.3% |
| YTD | +10.1% | +22.8% | -12.7% | +4.1% |
| 1Y | +13.0% | +34.3% | -21.3% | +4.9% |
| 3Y | +61.9% | +276.4% | -214.6% | +20.7% |
| 5Y | +57.1% | +281.6% | -224.5% | +11.5% |
| 10Y | +240.9% | +379.0% | -138.1% | +120.4% |
| All | +240.9% | +396.5% | -155.7% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling