+314.8%
RCL vs DOCN
+74.7%
+240.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +6.5% | -19.2% | +25.7% | +10.9% |
| 30D | +15.9% | -43.1% | +58.9% | +28.8% |
| 3M | +2.7% | -40.7% | +43.4% | +11.7% |
| 6M | +15.2% | -55.0% | +70.2% | +30.8% |
| YTD | +19.2% | +50.6% | -31.4% | -3.8% |
| 1Y | +31.6% | +54.0% | -22.3% | +5.1% |
| 3Y | +274.2% | +203.9% | +70.3% | +134.8% |
| 5Y | +250.1% | -29.4% | +279.4% | +155.0% |
| All | +314.8% | +74.7% | +240.2% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling