+261.1%
RCL vs DG
-34.7%
+295.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.8% |
| 7D | +6.5% | +1.1% | +5.4% | +6.4% |
| 30D | +15.9% | +9.5% | +6.4% | +14.6% |
| 3M | +2.7% | +5.5% | -2.8% | +1.9% |
| 6M | +15.2% | +16.1% | -0.9% | +13.0% |
| YTD | +19.2% | +2.7% | +16.6% | +18.1% |
| 1Y | +31.6% | +42.1% | -10.5% | +26.7% |
| 3Y | +274.2% | +19.3% | +254.9% | +262.0% |
| All | +261.1% | -34.7% | +295.8% | +287.6% |
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