-25.1%
RCL vs DOC
+23.9%
-49.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | -5.1% | -1.5% | -3.6% | -4.4% |
| 30D | -19.0% | -4.8% | -14.2% | -17.2% |
| 3M | -9.6% | +6.9% | -16.5% | -12.5% |
| 6M | -6.7% | +20.7% | -27.4% | -15.4% |
| YTD | -3.9% | +34.1% | -38.1% | -18.9% |
| 1Y | -25.1% | +22.6% | -47.7% | -31.1% |
| All | -25.1% | +23.9% | -49.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling