-22.1%
BA vs RCL
+247.7%
-269.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +1.1% | +6.5% | -5.4% | -1.1% |
| 30D | -7.9% | +15.9% | -23.8% | -12.7% |
| 3M | -25.3% | +2.7% | -28.0% | -26.5% |
| 6M | -24.6% | +15.2% | -39.8% | -29.1% |
| YTD | -20.1% | +19.2% | -39.4% | -27.5% |
| 1Y | -11.8% | +31.6% | -43.4% | -23.1% |
| 3Y | -10.1% | +274.2% | -284.3% | -49.5% |
| All | -22.1% | +247.7% | -269.8% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling