+144.0%
RCL vs DT
+97.2%
+46.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | -0.5% | -4.9% | +4.4% | +1.4% |
| 30D | -17.3% | +2.7% | -20.0% | -18.5% |
| 3M | -2.8% | +20.0% | -22.7% | -10.5% |
| 6M | -4.4% | +28.0% | -32.4% | -16.0% |
| YTD | -4.2% | +16.0% | -20.2% | -13.2% |
| 1Y | -23.4% | +0.7% | -24.1% | -26.5% |
| 3Y | +179.4% | +6.2% | +173.2% | +157.7% |
| 5Y | +238.8% | -28.1% | +266.9% | +242.0% |
| All | +144.0% | +97.2% | +46.8% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling