-23.5%
RCL vs DG
+17.9%
-41.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | -2.2% | -4.8% | +2.6% | -1.0% |
| 30D | -15.7% | +1.8% | -17.4% | -16.2% |
| 3M | -8.0% | +14.5% | -22.4% | -11.0% |
| 6M | -10.1% | -13.6% | +3.4% | -9.8% |
| YTD | -5.9% | -4.8% | -1.0% | -7.0% |
| 1Y | -23.5% | +21.6% | -45.1% | -26.7% |
| All | -23.5% | +17.9% | -41.4% | -26.7% |
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