-11.8%
BA vs RCL
+30.9%
-42.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +1.1% | +6.5% | -5.4% | 0.0% |
| 30D | -7.9% | +15.9% | -23.8% | -10.2% |
| 3M | -25.3% | +2.7% | -28.0% | -25.6% |
| 6M | -24.6% | +15.2% | -39.8% | -26.7% |
| YTD | -20.1% | +19.2% | -39.4% | -22.7% |
| 1Y | -11.8% | +31.6% | -43.4% | -14.9% |
| All | -11.8% | +30.9% | -42.6% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling