+342.5%
RCL vs DD
+64.9%
+277.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | +0.2% |
| 7D | -2.2% | -3.8% | +1.6% | +0.7% |
| 30D | -15.7% | -9.2% | -6.4% | -9.4% |
| 3M | -8.0% | -9.0% | +1.0% | -1.6% |
| 6M | -10.1% | -5.0% | -5.2% | -7.8% |
| YTD | -5.9% | +7.4% | -13.3% | -13.0% |
| 1Y | -23.5% | +35.1% | -58.6% | -42.0% |
| 3Y | +174.4% | +43.2% | +131.2% | +87.5% |
| 5Y | +227.1% | +59.6% | +167.5% | +103.5% |
| 10Y | +342.5% | +66.5% | +276.0% | +147.3% |
| All | +342.5% | +64.9% | +277.6% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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