+180.6%
RCL vs DG
+12.2%
+168.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -5.1% | +8.4% | -13.5% | -5.6% |
| 30D | -19.0% | +4.9% | -23.9% | -19.3% |
| 3M | -9.6% | +29.3% | -38.9% | -10.7% |
| 6M | -6.7% | -11.3% | +4.6% | -7.4% |
| YTD | -3.9% | +1.8% | -5.7% | -4.7% |
| 1Y | -25.1% | +25.3% | -50.4% | -25.6% |
| All | +180.6% | +12.2% | +168.4% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling