+235.7%
DIA vs RCL
+340.1%
-104.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +1.5% | +17.8% | -16.4% | -1.7% |
| 3M | -2.4% | +4.9% | -7.4% | -3.6% |
| 6M | +6.0% | +23.7% | -17.8% | +1.1% |
| YTD | +10.1% | +17.8% | -7.7% | +4.9% |
| 1Y | +11.8% | +28.9% | -17.1% | +4.5% |
| 3Y | +59.7% | +241.9% | -182.2% | +21.3% |
| 5Y | +57.9% | +295.4% | -237.5% | +11.3% |
| All | +235.7% | +340.1% | -104.4% | +120.6% |
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