+261.1%
RCL vs DT
-43.6%
+304.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +6.5% | -24.7% | +31.2% | +17.6% |
| 30D | +15.9% | -27.4% | +43.3% | +29.3% |
| 3M | +2.7% | -11.1% | +13.8% | +5.3% |
| 6M | +15.2% | +13.7% | +1.5% | +4.8% |
| YTD | +19.2% | +0.2% | +19.0% | +12.6% |
| 1Y | +31.6% | -5.7% | +37.3% | +27.7% |
| 3Y | +274.2% | -8.1% | +282.3% | +260.1% |
| All | +261.1% | -43.6% | +304.7% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling