+245.3%
RCL vs DOC
-22.1%
+267.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +3.9% | +6.2% | -2.3% | +0.6% |
| 30D | +11.8% | +6.5% | +5.3% | +7.8% |
| 3M | -0.8% | -6.2% | +5.4% | +2.6% |
| 6M | +23.6% | +25.6% | -2.0% | +7.4% |
| YTD | +17.6% | +32.1% | -14.5% | -1.6% |
| 1Y | +28.3% | +20.3% | +8.0% | +13.5% |
| 3Y | +261.4% | +42.7% | +218.7% | +173.7% |
| 5Y | +245.3% | -22.2% | +267.5% | +334.3% |
| All | +245.3% | -22.1% | +267.4% | +334.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling