-25.1%
RCL vs DT
+4.0%
-29.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -5.1% | -3.3% | -1.8% | -5.0% |
| 30D | -19.0% | +2.0% | -21.1% | -19.1% |
| 3M | -9.6% | +20.0% | -29.6% | -10.2% |
| 6M | -6.7% | +39.3% | -46.0% | -7.7% |
| YTD | -3.9% | +19.8% | -23.7% | -3.2% |
| 1Y | -25.1% | +4.3% | -29.4% | -20.4% |
| All | -25.1% | +4.0% | -29.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling