+5,601.3%
RCL vs DE
+13,129.8%
-7,528.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +17.8% | +3.6% | +14.3% | +15.7% |
| 3M | +4.9% | +10.2% | -5.3% | -1.6% |
| 6M | +23.7% | +16.6% | +7.1% | +12.0% |
| YTD | +17.8% | +45.8% | -28.0% | -6.8% |
| 1Y | +28.9% | +43.9% | -15.0% | +2.7% |
| 3Y | +241.9% | +89.6% | +152.3% | +129.0% |
| 5Y | +295.4% | +100.3% | +195.1% | +155.7% |
| 10Y | +344.1% | +760.8% | -416.7% | +39.8% |
| All | +5,601.3% | +13,129.8% | -7,528.4% | +763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling