+234.8%
RCL vs DOC
-24.5%
+259.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | -5.1% | -1.5% | -3.6% | -4.3% |
| 30D | -19.0% | -4.8% | -14.2% | -16.8% |
| 3M | -9.6% | +6.9% | -16.5% | -13.1% |
| 6M | -6.7% | +20.7% | -27.4% | -16.7% |
| YTD | -3.9% | +34.1% | -38.1% | -19.9% |
| 1Y | -25.1% | +22.6% | -47.7% | -34.1% |
| 3Y | +179.1% | +20.8% | +158.3% | +142.1% |
| All | +234.8% | -24.5% | +259.3% | +302.5% |
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 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