-25.1%
RCL vs DGX
+33.7%
-58.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -19.0% | +0.6% | -19.6% | -19.0% |
| 3M | -9.6% | +21.4% | -31.0% | -11.3% |
| 6M | -6.7% | +14.7% | -21.4% | -8.1% |
| YTD | -3.9% | +38.4% | -42.4% | -9.5% |
| 1Y | -25.1% | +34.0% | -59.1% | -29.5% |
| All | -25.1% | +33.7% | -58.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling