+1,641.9%
RCL vs DG
+612.5%
+1,029.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.1% |
| 7D | +6.5% | +1.1% | +5.4% | +6.3% |
| 30D | +15.9% | +9.5% | +6.4% | +13.4% |
| 3M | +2.7% | +5.5% | -2.8% | +1.2% |
| 6M | +15.2% | +16.1% | -0.9% | +10.9% |
| YTD | +19.2% | +2.7% | +16.6% | +17.5% |
| 1Y | +31.6% | +42.1% | -10.5% | +20.2% |
| 3Y | +274.2% | +19.3% | +254.9% | +239.3% |
| 5Y | +250.1% | -35.3% | +285.4% | +272.4% |
| 10Y | +388.4% | +123.9% | +264.5% | +220.7% |
| All | +1,641.9% | +612.5% | +1,029.4% | +541.5% |
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