+30.8%
RCL vs D
+16.4%
+14.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +8.5% | +2.4% | +6.1% | +8.5% |
| 30D | +20.4% | +10.9% | +9.5% | +21.5% |
| 3M | +11.0% | +2.8% | +8.2% | +10.7% |
| 6M | +24.9% | +12.7% | +12.1% | +28.0% |
| YTD | +23.9% | +20.3% | +3.5% | +30.6% |
| 1Y | +30.8% | +17.1% | +13.7% | +37.8% |
| All | +30.8% | +16.4% | +14.4% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling