+276.4%
RCL vs DBX
+24.2%
+252.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.0% | +9.0% | +4.4% |
| 7D | +5.0% | -8.6% | +13.5% | +7.2% |
| 30D | +19.4% | -5.2% | +24.6% | +20.6% |
| 3M | +5.9% | -6.4% | +12.3% | +7.1% |
| 6M | +23.8% | +12.7% | +11.1% | +19.0% |
| YTD | +22.8% | +17.2% | +5.6% | +16.4% |
| 1Y | +34.3% | +5.5% | +28.7% | +31.6% |
| 3Y | +276.4% | +24.1% | +252.3% | +250.5% |
| All | +276.4% | +24.2% | +252.2% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling