+234.8%
RCL vs DT
-27.0%
+261.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -5.1% | -3.3% | -1.8% | -4.0% |
| 30D | -19.0% | +2.0% | -21.1% | -19.9% |
| 3M | -9.6% | +20.0% | -29.6% | -16.6% |
| 6M | -6.7% | +39.3% | -46.0% | -20.7% |
| YTD | -3.9% | +19.8% | -23.7% | -13.6% |
| 1Y | -25.1% | +4.3% | -29.4% | -28.4% |
| 3Y | +179.1% | +7.7% | +171.4% | +157.8% |
| All | +234.8% | -27.0% | +261.8% | +207.1% |
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