+330.2%
RCL vs DG
+105.9%
+224.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.6% |
| 7D | -0.2% | -2.5% | +2.2% | +0.2% |
| 30D | +14.4% | +7.7% | +6.7% | +13.1% |
| 3M | +5.2% | +13.1% | -7.9% | +3.1% |
| 6M | +26.1% | +32.0% | -5.9% | +20.9% |
| YTD | +17.4% | +3.3% | +14.0% | +16.0% |
| 1Y | +24.7% | +31.7% | -7.0% | +19.2% |
| 3Y | +250.9% | +21.7% | +229.3% | +231.2% |
| 5Y | +293.8% | -34.7% | +328.6% | +321.7% |
| All | +330.2% | +105.9% | +224.3% | +261.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling