+28.6%
RCL vs DE
+20.8%
+7.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +0.6% | +2.3% | -1.6% | +0.4% |
| 30D | +19.4% | +9.3% | +10.1% | +18.7% |
| 3M | +9.8% | +12.2% | -2.4% | +8.4% |
| 6M | +28.6% | +18.1% | +10.6% | +24.2% |
| All | +28.6% | +20.8% | +7.9% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling