+639.1%
RCL vs DLR
+3,595.7%
-2,956.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.1% | +1.6% | -6.7% | -5.9% |
| 30D | -19.0% | -3.4% | -15.7% | -17.7% |
| 3M | -9.6% | +0.5% | -10.1% | -10.4% |
| 6M | -6.7% | +4.6% | -11.2% | -9.3% |
| YTD | -3.9% | +23.4% | -27.3% | -14.3% |
| 1Y | -25.1% | +19.0% | -44.1% | -32.2% |
| 3Y | +179.1% | +56.5% | +122.6% | +113.8% |
| 5Y | +243.3% | +33.3% | +210.0% | +178.5% |
| 10Y | +325.8% | +165.1% | +160.6% | +113.9% |
| All | +639.1% | +3,595.7% | -2,956.5% | +16.3% |
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