-3.4%
BAC vs RCL
+32.4%
-35.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.8% |
| 7D | +2.0% | +5.0% | -3.0% | +1.1% |
| 30D | -6.9% | +19.4% | -26.3% | -9.7% |
| 3M | -19.6% | +5.9% | -25.5% | -20.5% |
| 6M | -0.5% | +23.8% | -24.3% | -4.8% |
| YTD | -6.6% | +22.8% | -29.4% | -11.1% |
| All | -3.4% | +32.4% | -35.8% | -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