+263.2%
BAC vs RCL
+382.5%
-119.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -1.2% | +6.5% | -7.7% | -3.1% |
| 30D | -7.7% | +15.9% | -23.5% | -11.7% |
| 3M | -21.2% | +2.7% | -23.8% | -22.2% |
| 6M | -6.8% | +15.2% | -22.1% | -11.8% |
| YTD | -8.7% | +19.2% | -27.9% | -15.8% |
| 1Y | -5.3% | +31.6% | -36.9% | -15.5% |
| 3Y | +87.4% | +274.2% | -186.7% | +18.2% |
| 5Y | +18.9% | +250.1% | -231.2% | -28.3% |
| All | +263.2% | +382.5% | -119.2% | +68.7% |
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