+234.8%
RCL vs D
+4.5%
+230.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -19.0% | -3.6% | -15.4% | -18.5% |
| 3M | -9.6% | -1.0% | -8.6% | -9.5% |
| 6M | -6.7% | +6.3% | -13.0% | -7.8% |
| YTD | -3.9% | +14.7% | -18.6% | -6.6% |
| 1Y | -25.1% | +16.9% | -42.0% | -27.5% |
| 3Y | +179.1% | +56.8% | +122.3% | +148.3% |
| All | +234.8% | +4.5% | +230.3% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling