+292.2%
RCL vs DTE
+46.4%
+245.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.2% | +3.4% | -4.6% | -2.2% |
| 30D | +17.8% | +8.9% | +9.0% | +15.1% |
| 3M | +4.9% | +1.1% | +3.9% | +4.5% |
| 6M | +23.7% | +0.1% | +23.6% | +23.3% |
| YTD | +17.8% | +11.1% | +6.8% | +13.0% |
| 1Y | +28.9% | +4.9% | +24.0% | +26.1% |
| 3Y | +241.9% | +58.6% | +183.3% | +185.0% |
| All | +292.2% | +46.4% | +245.8% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling