+391.8%
BAC vs RCL
+344.6%
+47.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.2% | -0.5% | +1.6% | +1.3% |
| 30D | -0.7% | -17.3% | +16.6% | +4.9% |
| 3M | +16.9% | -2.8% | +19.7% | +17.1% |
| 6M | +29.6% | -4.4% | +34.0% | +29.3% |
| YTD | +15.3% | -4.2% | +19.4% | +13.9% |
| 1Y | +28.8% | -23.4% | +52.2% | +35.3% |
| 3Y | +136.4% | +179.4% | -43.0% | +63.6% |
| 5Y | +72.9% | +238.8% | -165.8% | +5.4% |
| 10Y | +391.8% | +350.2% | +41.6% | +173.8% |
| All | +391.8% | +344.6% | +47.2% | +173.8% |
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