+238.8%
RCL vs DE
+95.7%
+143.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.7% |
| 7D | -0.5% | +0.7% | -1.1% | -0.9% |
| 30D | -17.3% | +9.6% | -27.0% | -21.7% |
| 3M | -2.8% | +19.0% | -21.7% | -12.1% |
| 6M | -4.4% | +16.1% | -20.5% | -12.9% |
| YTD | -4.2% | +47.0% | -51.2% | -25.0% |
| 1Y | -23.4% | +43.1% | -66.5% | -39.2% |
| 3Y | +179.4% | +77.5% | +101.9% | +88.8% |
| 5Y | +238.8% | +96.4% | +142.4% | +107.0% |
| All | +238.8% | +95.7% | +143.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling