+1,862.8%
BA vs RCL
+4,549.4%
-2,686.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | -5.1% | +6.2% | +2.9% |
| 30D | -11.6% | -19.0% | +7.4% | -5.3% |
| 3M | -2.4% | -9.6% | +7.2% | +0.5% |
| 6M | -6.6% | -6.7% | +0.1% | -5.4% |
| YTD | -2.2% | -3.9% | +1.7% | -3.5% |
| 1Y | -8.0% | -25.1% | +17.1% | -2.1% |
| 3Y | -5.0% | +179.1% | -184.1% | -36.9% |
| 5Y | -2.7% | +243.3% | -246.0% | -43.0% |
| 10Y | +75.9% | +325.8% | -249.9% | -11.9% |
| All | +1,862.8% | +4,549.4% | -2,686.6% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling