+180.6%
RCL vs D
+63.9%
+116.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -5.1% | +1.5% | -6.5% | -5.2% |
| 30D | -19.0% | -2.6% | -16.4% | -18.9% |
| 3M | -9.6% | 0.0% | -9.6% | -9.6% |
| 6M | -6.7% | +7.4% | -14.0% | -7.2% |
| YTD | -3.9% | +15.9% | -19.8% | -5.2% |
| 1Y | -25.1% | +18.1% | -43.2% | -26.3% |
| All | +180.6% | +63.9% | +116.8% | +149.0% |
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