+288.4%
RCL vs DOC
-22.8%
+311.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +4.6% |
| 7D | +11.7% | +8.7% | +2.9% | +6.7% |
| 30D | +21.1% | +7.6% | +13.5% | +16.1% |
| 3M | +2.9% | -5.3% | +8.1% | +5.8% |
| 6M | +29.8% | +27.6% | +2.2% | +11.7% |
| YTD | +21.4% | +32.4% | -11.0% | +1.4% |
| 1Y | +32.0% | +22.9% | +9.2% | +15.3% |
| 3Y | +273.1% | +43.1% | +230.0% | +181.8% |
| 5Y | +288.4% | -21.4% | +309.8% | +383.3% |
| All | +288.4% | -22.8% | +311.2% | +383.3% |
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