+274.2%
RCL vs DD
+78.0%
+196.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +6.5% | +4.6% | +1.9% | +4.0% |
| 30D | +15.9% | +11.8% | +4.1% | +9.7% |
| 3M | +2.7% | +2.2% | +0.5% | +1.2% |
| 6M | +15.2% | -1.6% | +16.9% | +15.2% |
| YTD | +19.2% | +23.0% | -3.8% | +6.8% |
| 1Y | +31.6% | +26.9% | +4.7% | +16.3% |
| 3Y | +274.2% | +77.9% | +196.3% | +176.4% |
| All | +274.2% | +78.0% | +196.2% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling