+140.5%
RCL vs DBX
+19.3%
+121.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.6% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -15.7% | 0.0% | -15.7% | -15.9% |
| 3M | -8.0% | +26.1% | -34.1% | -16.2% |
| 6M | -10.1% | +29.4% | -39.5% | -20.1% |
| YTD | -5.9% | +24.4% | -30.3% | -15.2% |
| 1Y | -23.5% | +10.9% | -34.4% | -28.3% |
| 3Y | +174.4% | +24.1% | +150.3% | +138.4% |
| 5Y | +227.1% | +7.8% | +219.4% | +188.8% |
| All | +140.5% | +19.3% | +121.2% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling