+32.0%
RCL vs DE
+49.6%
-17.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.1% |
| 7D | +11.7% | +5.6% | +6.1% | +10.6% |
| 30D | +21.1% | -0.8% | +22.0% | +21.3% |
| 3M | +2.9% | +9.8% | -7.0% | +0.4% |
| 6M | +29.8% | +17.5% | +12.3% | +24.2% |
| YTD | +21.4% | +46.5% | -25.0% | +3.7% |
| 1Y | +32.0% | +46.1% | -14.1% | +12.7% |
| All | +32.0% | +49.6% | -17.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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