+32.0%
RCL vs DT
-5.1%
+37.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.4% |
| 7D | +11.7% | -25.5% | +37.2% | +11.1% |
| 30D | +21.1% | -22.3% | +43.4% | +20.7% |
| 3M | +2.9% | +2.3% | +0.5% | +3.1% |
| 6M | +29.8% | +20.7% | +9.1% | +31.4% |
| YTD | +21.4% | +7.9% | +13.5% | +21.4% |
| 1Y | +32.0% | -5.7% | +37.8% | +36.4% |
| All | +32.0% | -5.1% | +37.2% | +36.4% |
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