+4,549.4%
RCL vs DTE
+2,016.0%
+2,533.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -19.0% | -2.6% | -16.4% | -17.7% |
| 3M | -9.6% | -3.9% | -5.7% | -7.7% |
| 6M | -6.7% | -7.9% | +1.2% | -2.6% |
| YTD | -3.9% | +7.2% | -11.1% | -9.4% |
| 1Y | -25.1% | +3.1% | -28.2% | -27.7% |
| 3Y | +179.1% | +47.6% | +131.5% | +108.3% |
| 5Y | +243.3% | +32.7% | +210.6% | +169.1% |
| 10Y | +325.8% | +138.8% | +187.0% | +141.6% |
| All | +4,549.4% | +2,016.0% | +2,533.4% | +987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling