+227.1%
RCL vs DTE
+31.9%
+195.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -15.7% | -0.5% | -15.1% | -15.6% |
| 3M | -8.0% | -6.0% | -1.9% | -6.6% |
| 6M | -10.1% | -7.2% | -2.9% | -8.5% |
| YTD | -5.9% | +7.2% | -13.1% | -8.7% |
| 1Y | -23.5% | +4.1% | -27.5% | -25.0% |
| 3Y | +174.4% | +46.9% | +127.5% | +135.6% |
| 5Y | +227.1% | +32.9% | +194.2% | +192.5% |
| All | +227.1% | +31.9% | +195.2% | +192.5% |
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 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