+276.4%
RCL vs D
+71.1%
+205.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +19.4% | +10.7% | +8.7% | +18.6% |
| 3M | +5.9% | +2.3% | +3.6% | +5.7% |
| 6M | +23.8% | +12.5% | +11.3% | +23.0% |
| YTD | +22.8% | +20.1% | +2.7% | +21.2% |
| 1Y | +34.3% | +15.6% | +18.7% | +33.1% |
| 3Y | +276.4% | +75.2% | +201.3% | +257.1% |
| All | +276.4% | +71.1% | +205.3% | +257.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling