+1,694.2%
RCL vs DG
+628.1%
+1,066.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.5% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | +19.4% | +7.4% | +12.0% | +17.4% |
| 3M | +5.9% | +8.5% | -2.6% | +3.7% |
| 6M | +23.8% | +21.9% | +1.9% | +17.9% |
| YTD | +22.8% | +4.9% | +17.9% | +20.4% |
| 1Y | +34.3% | +40.4% | -6.1% | +23.0% |
| 3Y | +276.4% | +23.5% | +252.9% | +238.3% |
| 5Y | +281.6% | -32.3% | +313.9% | +300.8% |
| 10Y | +379.0% | +119.3% | +259.7% | +218.2% |
| All | +1,694.2% | +628.1% | +1,066.1% | +557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling