+32.0%
RCL vs DG
+45.3%
-13.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.5% | -2.1% | +4.1% |
| 7D | +11.7% | +12.3% | -0.6% | +8.5% |
| 30D | +21.1% | +19.3% | +1.8% | +15.8% |
| 3M | +2.9% | +11.9% | -9.0% | -0.3% |
| 6M | +29.8% | +25.0% | +4.9% | +22.3% |
| YTD | +21.4% | +8.7% | +12.7% | +16.0% |
| 1Y | +32.0% | +44.7% | -12.7% | +24.1% |
| All | +32.0% | +45.3% | -13.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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