+5,601.3%
RCL vs DTE
+2,092.5%
+3,508.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | +3.4% | -4.6% | -3.2% |
| 30D | +17.8% | +8.9% | +9.0% | +11.9% |
| 3M | +4.9% | +1.1% | +3.9% | +4.4% |
| 6M | +23.7% | +0.1% | +23.6% | +23.2% |
| YTD | +17.8% | +11.1% | +6.8% | +8.8% |
| 1Y | +28.9% | +4.9% | +24.0% | +23.2% |
| 3Y | +241.9% | +58.6% | +183.3% | +145.4% |
| 5Y | +295.4% | +47.3% | +248.1% | +190.9% |
| 10Y | +344.1% | +151.3% | +192.8% | +145.5% |
| All | +5,601.3% | +2,092.5% | +3,508.8% | +1,206.5% |
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 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