+350.2%
RCL vs DLR
+163.6%
+186.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -0.5% | +3.4% | -3.9% | -1.8% |
| 30D | -17.3% | -2.2% | -15.1% | -16.7% |
| 3M | -2.8% | +4.7% | -7.5% | -5.0% |
| 6M | -4.4% | +9.0% | -13.4% | -7.8% |
| YTD | -4.2% | +24.1% | -28.3% | -12.0% |
| 1Y | -23.4% | +20.9% | -44.3% | -29.1% |
| 3Y | +179.4% | +60.0% | +119.4% | +129.9% |
| 5Y | +238.8% | +35.3% | +203.5% | +186.4% |
| 10Y | +350.2% | +165.8% | +184.4% | +207.1% |
| All | +350.2% | +163.6% | +186.6% | +207.1% |
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