+5,591.8%
RCL vs D
+1,390.5%
+4,201.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | +3.9% | +6.9% | -3.0% | +1.0% |
| 30D | +11.8% | +12.3% | -0.6% | +6.3% |
| 3M | -0.8% | +3.0% | -3.9% | -2.2% |
| 6M | +23.6% | +12.8% | +10.8% | +16.5% |
| YTD | +17.6% | +22.6% | -4.9% | +6.4% |
| 1Y | +28.3% | +21.7% | +6.6% | +16.1% |
| 3Y | +261.4% | +83.9% | +177.5% | +163.2% |
| 5Y | +245.3% | +14.0% | +231.4% | +209.1% |
| 10Y | +381.8% | +45.6% | +336.2% | +266.4% |
| All | +5,591.8% | +1,390.5% | +4,201.3% | +1,820.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling