+26.8%
BA vs RCL
+368.0%
-341.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.3% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -7.9% | +19.4% | -27.3% | -15.6% |
| 3M | -25.2% | +9.8% | -34.9% | -29.1% |
| 6M | -26.7% | +28.6% | -55.4% | -36.0% |
| YTD | -19.6% | +22.2% | -41.8% | -30.4% |
| 1Y | -10.6% | +29.7% | -40.3% | -25.3% |
| 3Y | -11.2% | +265.3% | -276.6% | -57.8% |
| 5Y | -20.4% | +301.8% | -322.2% | -67.2% |
| 10Y | +26.8% | +360.5% | -333.7% | -61.8% |
| All | +26.8% | +368.0% | -341.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling