+373.9%
RCL vs DOC
+14.9%
+359.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +3.9% | +6.2% | -2.3% | -0.2% |
| 30D | +11.8% | +6.5% | +5.3% | +6.8% |
| 3M | -0.8% | -6.2% | +5.4% | +3.3% |
| 6M | +23.6% | +25.6% | -2.0% | +3.6% |
| YTD | +17.6% | +32.1% | -14.5% | -5.8% |
| 1Y | +28.3% | +20.3% | +8.0% | +9.9% |
| 3Y | +261.4% | +42.7% | +218.7% | +160.3% |
| 5Y | +245.3% | -22.2% | +267.5% | +296.7% |
| All | +373.9% | +14.9% | +359.0% | +357.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling