+852.9%
RCL vs DLR
+3,472.7%
-2,619.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | +8.5% | +0.3% | +8.2% | +8.4% |
| 30D | +20.4% | +1.2% | +19.2% | +19.5% |
| 3M | +11.0% | -4.8% | +15.8% | +13.4% |
| 6M | +24.9% | -6.1% | +31.0% | +27.9% |
| YTD | +23.9% | +19.3% | +4.6% | +12.2% |
| 1Y | +30.8% | +10.0% | +20.9% | +23.3% |
| 3Y | +270.4% | +53.8% | +216.6% | +186.3% |
| 5Y | +296.1% | +39.1% | +257.0% | +215.1% |
| 10Y | +375.0% | +188.1% | +186.9% | +127.6% |
| All | +852.9% | +3,472.7% | -2,619.8% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling