+15.2%
RCL vs DG
+15.9%
-0.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.5% |
| 7D | +6.5% | +1.1% | +5.4% | +6.1% |
| 30D | +15.9% | +9.5% | +6.4% | +12.0% |
| 3M | +2.7% | +5.5% | -2.8% | +0.4% |
| 6M | +15.2% | +16.1% | -0.9% | +7.3% |
| All | +15.2% | +15.9% | -0.7% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling