+139.8%
RCL vs DBX
+20.9%
+118.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -2.5% | -1.8% | -0.6% | -1.9% |
| 30D | -15.7% | +2.8% | -18.5% | -16.8% |
| 3M | -3.6% | +26.8% | -30.4% | -12.4% |
| 6M | -8.7% | +32.8% | -41.4% | -19.6% |
| YTD | -6.2% | +26.1% | -32.2% | -15.9% |
| 1Y | -22.9% | +14.1% | -37.0% | -28.5% |
| 3Y | +173.6% | +25.7% | +147.9% | +136.5% |
| 5Y | +226.6% | +11.2% | +215.4% | +185.2% |
| All | +139.8% | +20.9% | +118.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DBX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling