+4,549.4%
RCL vs DD
+1,054.0%
+3,495.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -5.1% | -3.5% | -1.6% | -2.9% |
| 30D | -19.0% | -10.3% | -8.7% | -13.3% |
| 3M | -9.6% | -7.5% | -2.0% | -5.2% |
| 6M | -6.7% | -8.0% | +1.3% | -2.4% |
| YTD | -3.9% | +10.5% | -14.4% | -11.1% |
| 1Y | -25.1% | +38.3% | -63.4% | -40.9% |
| 3Y | +179.1% | +42.5% | +136.6% | +108.5% |
| 5Y | +243.3% | +60.2% | +183.1% | +141.6% |
| 10Y | +325.8% | +68.9% | +256.9% | +186.9% |
| All | +4,549.4% | +1,054.0% | +3,495.4% | +1,169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling