-3.1%
BAC vs RCL
+33.5%
-36.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.1% | +8.5% | -6.5% | +0.6% |
| 30D | -6.7% | +20.4% | -27.1% | -9.6% |
| 3M | -20.2% | +11.0% | -31.2% | -21.7% |
| 6M | -0.2% | +24.9% | -25.1% | -4.7% |
| YTD | -6.4% | +23.9% | -30.2% | -11.0% |
| 1Y | -3.1% | +30.8% | -33.9% | -9.0% |
| All | -3.1% | +33.5% | -36.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling