+4,549.4%
RCL vs DE
+13,490.0%
-8,940.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.1% | +10.0% | -15.1% | -10.0% |
| 30D | -19.0% | +13.3% | -32.3% | -24.7% |
| 3M | -9.6% | +17.5% | -27.1% | -17.8% |
| 6M | -6.7% | +13.6% | -20.3% | -14.1% |
| YTD | -3.9% | +49.8% | -53.7% | -24.6% |
| 1Y | -25.1% | +47.9% | -73.0% | -41.0% |
| 3Y | +179.1% | +72.5% | +106.6% | +97.6% |
| 5Y | +243.3% | +90.2% | +153.1% | +128.1% |
| 10Y | +325.8% | +865.4% | -539.6% | +27.3% |
| All | +4,549.4% | +13,490.0% | -8,940.6% | +598.3% |
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