+145.5%
RCL vs DBX
+20.1%
+125.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | -5.1% | -2.4% | -2.7% | -4.3% |
| 30D | -19.0% | -0.5% | -18.5% | -19.0% |
| 3M | -9.6% | +28.1% | -37.6% | -18.1% |
| 6M | -6.7% | +33.1% | -39.8% | -18.0% |
| YTD | -3.9% | +25.3% | -29.2% | -13.6% |
| 1Y | -25.1% | +18.3% | -43.4% | -31.6% |
| 3Y | +179.1% | +25.0% | +154.1% | +141.9% |
| 5Y | +243.3% | +7.5% | +235.8% | +203.2% |
| All | +145.5% | +20.1% | +125.4% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling