+233.0%
BAC vs RCL
+368.0%
-134.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.2% | +19.4% | -26.6% | -12.0% |
| 3M | -20.4% | +9.8% | -30.2% | -23.0% |
| 6M | +1.3% | +28.6% | -27.4% | -7.3% |
| YTD | -6.4% | +22.2% | -28.6% | -14.3% |
| 1Y | -3.5% | +29.7% | -33.2% | -13.5% |
| 3Y | +96.7% | +265.3% | -168.6% | +25.2% |
| 5Y | +20.6% | +301.8% | -281.2% | -30.2% |
| 10Y | +233.0% | +360.5% | -127.4% | +64.1% |
| All | +233.0% | +368.0% | -134.9% | +64.1% |
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 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