+331.5%
RCL vs D
+35.0%
+296.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.1% | +1.5% | -6.5% | -5.5% |
| 30D | -19.0% | -2.6% | -16.4% | -18.4% |
| 3M | -9.6% | 0.0% | -9.6% | -9.6% |
| 6M | -6.7% | +7.4% | -14.0% | -9.0% |
| YTD | -3.9% | +15.9% | -19.8% | -8.6% |
| 1Y | -25.1% | +18.1% | -43.2% | -29.3% |
| 3Y | +179.1% | +58.4% | +120.7% | +133.9% |
| 5Y | +243.3% | +5.2% | +238.1% | +231.8% |
| All | +331.5% | +35.0% | +296.5% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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