+32.0%
RCL vs DGX
+45.0%
-12.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +2.9% | +5.9% |
| 7D | +11.7% | +4.1% | +7.6% | +11.1% |
| 30D | +21.1% | +10.5% | +10.6% | +19.9% |
| 3M | +2.9% | +9.8% | -6.9% | +2.1% |
| 6M | +29.8% | +34.6% | -4.7% | +27.7% |
| YTD | +21.4% | +49.8% | -28.4% | +15.0% |
| 1Y | +32.0% | +46.0% | -14.0% | +27.8% |
| All | +32.0% | +45.0% | -12.9% | +27.8% |
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