+379.0%
RCL vs DLR
+174.9%
+204.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +1.7% |
| 7D | +5.0% | +2.4% | +2.6% | +4.0% |
| 30D | +19.4% | +0.7% | +18.6% | +19.0% |
| 3M | +5.9% | -6.4% | +12.4% | +8.5% |
| 6M | +23.8% | -6.5% | +30.3% | +26.4% |
| YTD | +22.8% | +18.8% | +4.0% | +14.5% |
| 1Y | +34.3% | +9.0% | +25.2% | +29.1% |
| 3Y | +276.4% | +54.5% | +221.9% | +213.6% |
| 5Y | +281.6% | +35.8% | +245.7% | +223.8% |
| 10Y | +379.0% | +177.5% | +201.5% | +224.7% |
| All | +379.0% | +174.9% | +204.1% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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