+238.8%
RCL vs DBX
+7.2%
+231.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +1.0% |
| 7D | -0.5% | -1.3% | +0.9% | 0.0% |
| 30D | -17.3% | -2.9% | -14.5% | -16.5% |
| 3M | -2.8% | +23.8% | -26.6% | -12.3% |
| 6M | -4.4% | +26.2% | -30.6% | -16.1% |
| YTD | -4.2% | +21.6% | -25.8% | -14.4% |
| 1Y | -23.4% | +11.4% | -34.8% | -29.1% |
| 3Y | +179.4% | +21.3% | +158.1% | +132.2% |
| 5Y | +238.8% | +6.7% | +232.1% | +136.7% |
| All | +238.8% | +7.2% | +231.6% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling