+333.1%
RCL vs DHI
+414.5%
-81.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -1.9% | -3.4% | +1.5% | -0.1% |
| 30D | -15.5% | -5.4% | -10.1% | -13.1% |
| 3M | -9.7% | -10.4% | +0.8% | -4.6% |
| 6M | -8.7% | -2.8% | -6.0% | -7.7% |
| YTD | -5.8% | -3.4% | -2.3% | -5.2% |
| 1Y | -24.5% | -22.9% | -1.5% | -14.7% |
| 3Y | +173.9% | +20.7% | +153.2% | +121.5% |
| 5Y | +228.0% | +62.1% | +165.8% | +112.6% |
| All | +333.1% | +414.5% | -81.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling