+24.7%
RCL vs DD
+29.4%
-4.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.7% |
| 7D | -0.2% | +6.7% | -7.0% | -3.1% |
| 30D | +14.4% | +19.4% | -5.0% | +4.7% |
| 3M | +5.2% | +7.6% | -2.5% | +1.5% |
| 6M | +26.1% | +2.9% | +23.2% | +24.5% |
| YTD | +17.4% | +29.9% | -12.5% | -4.8% |
| 1Y | +24.7% | +28.6% | -4.0% | +2.0% |
| All | +24.7% | +29.4% | -4.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling