+32.0%
RCL vs DTE
+5.6%
+26.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +3.9% | +6.3% |
| 7D | +11.7% | +4.2% | +7.5% | +11.6% |
| 30D | +21.1% | +10.0% | +11.1% | +21.3% |
| 3M | +2.9% | -2.1% | +5.0% | +0.8% |
| 6M | +29.8% | -4.7% | +34.5% | +27.0% |
| YTD | +21.4% | +9.3% | +12.1% | +24.4% |
| 1Y | +32.0% | +6.6% | +25.4% | +36.5% |
| All | +32.0% | +5.6% | +26.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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