+219.1%
RCL vs DHI
+61.2%
+157.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -1.9% | -3.4% | +1.5% | -0.4% |
| 30D | -15.5% | -5.4% | -10.1% | -13.5% |
| 3M | -9.7% | -10.4% | +0.8% | -5.3% |
| 6M | -8.7% | -2.8% | -6.0% | -7.7% |
| YTD | -5.8% | -3.4% | -2.3% | -5.1% |
| 1Y | -24.5% | -22.9% | -1.5% | -16.5% |
| 3Y | +173.9% | +20.7% | +153.2% | +123.6% |
| All | +219.1% | +61.2% | +157.8% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling