+4,537.3%
RCL vs DHI
+12,275.1%
-7,737.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.8% |
| 7D | -0.5% | -2.0% | +1.6% | +0.3% |
| 30D | -17.3% | -8.3% | -9.0% | -14.7% |
| 3M | -2.8% | -3.7% | +1.0% | -1.4% |
| 6M | -4.4% | -5.4% | +1.0% | -2.4% |
| YTD | -4.2% | -3.0% | -1.2% | -3.6% |
| 1Y | -23.4% | -23.8% | +0.5% | -15.9% |
| 3Y | +179.4% | +21.8% | +157.6% | +147.9% |
| 5Y | +238.8% | +59.6% | +179.1% | +169.3% |
| 10Y | +350.2% | +391.2% | -41.0% | +139.1% |
| All | +4,537.3% | +12,275.1% | -7,737.8% | +1,086.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling