+179.4%
RCL vs DTE
+48.7%
+130.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -0.5% | +0.9% | -1.3% | -0.6% |
| 30D | -17.3% | -1.9% | -15.5% | -17.2% |
| 3M | -2.8% | -3.3% | +0.6% | -2.4% |
| 6M | -4.4% | -7.1% | +2.7% | -3.6% |
| YTD | -4.2% | +8.1% | -12.3% | -6.0% |
| 1Y | -23.4% | +5.3% | -28.6% | -24.2% |
| 3Y | +179.4% | +48.2% | +131.2% | +157.4% |
| All | +179.4% | +48.7% | +130.7% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling