+4,549.4%
RCL vs DOC
+1,218.2%
+3,331.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -9.6% | +6.9% | -16.5% | -13.2% |
| 6M | -6.7% | +20.7% | -27.4% | -17.1% |
| YTD | -3.9% | +34.1% | -38.1% | -20.3% |
| 1Y | -25.1% | +22.6% | -47.7% | -34.5% |
| 3Y | +179.1% | +20.8% | +158.3% | +138.8% |
| 5Y | +243.3% | -24.9% | +268.2% | +287.7% |
| 10Y | +325.8% | -1.8% | +327.6% | +314.3% |
| All | +4,549.4% | +1,218.2% | +3,331.2% | +1,807.2% |
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