+238.8%
RCL vs DG
-37.3%
+276.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | -0.5% | -2.5% | +2.0% | -0.2% |
| 30D | -17.3% | +1.0% | -18.4% | -17.5% |
| 3M | -2.8% | +20.3% | -23.1% | -4.7% |
| 6M | -4.4% | -11.7% | +7.4% | -3.8% |
| YTD | -4.2% | -2.3% | -1.8% | -4.5% |
| 1Y | -23.4% | +20.0% | -43.4% | -25.0% |
| 3Y | +179.4% | +7.2% | +172.2% | +176.3% |
| 5Y | +238.8% | -37.9% | +276.7% | +273.9% |
| All | +238.8% | -37.3% | +276.0% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling