+350.2%
RCL vs DG
+105.6%
+244.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.3% |
| 7D | -0.5% | -2.5% | +2.0% | -0.1% |
| 30D | -17.3% | +1.0% | -18.4% | -17.5% |
| 3M | -2.8% | +20.3% | -23.1% | -5.4% |
| 6M | -4.4% | -11.7% | +7.4% | -3.1% |
| YTD | -4.2% | -2.3% | -1.8% | -4.3% |
| 1Y | -23.4% | +20.0% | -43.4% | -25.8% |
| 3Y | +179.4% | +7.2% | +172.2% | +169.7% |
| 5Y | +238.8% | -37.9% | +276.7% | +265.7% |
| 10Y | +350.2% | +107.3% | +242.9% | +251.2% |
| All | +350.2% | +105.6% | +244.5% | +251.2% |
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