-4.6%
BA vs RCL
+179.1%
-183.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | -5.1% | +6.2% | +2.7% |
| 30D | -11.6% | -19.0% | +7.4% | -6.0% |
| 3M | -2.4% | -9.6% | +7.2% | +0.2% |
| 6M | -6.6% | -6.7% | +0.1% | -5.6% |
| YTD | -2.2% | -3.9% | +1.7% | -3.6% |
| 1Y | -8.0% | -25.1% | +17.1% | -1.4% |
| All | -4.6% | +179.1% | -183.7% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling