+5,775.6%
RCL vs DOC
+1,201.0%
+4,574.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +4.6% |
| 7D | +11.7% | +8.7% | +2.9% | +6.5% |
| 30D | +21.1% | +7.6% | +13.5% | +15.9% |
| 3M | +2.9% | -5.3% | +8.1% | +5.9% |
| 6M | +29.8% | +27.6% | +2.2% | +11.4% |
| YTD | +21.4% | +32.4% | -11.0% | +1.3% |
| 1Y | +32.0% | +22.9% | +9.2% | +15.0% |
| 3Y | +273.1% | +43.1% | +230.0% | +189.3% |
| 5Y | +288.4% | -21.4% | +309.8% | +327.6% |
| 10Y | +397.4% | +16.8% | +380.5% | +341.8% |
| All | +5,775.6% | +1,201.0% | +4,574.6% | +2,323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling