+846.9%
BAC vs RCL
+5,669.9%
-4,823.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.2% | +6.5% | -7.7% | -3.6% |
| 30D | -7.7% | +15.9% | -23.5% | -12.9% |
| 3M | -21.2% | +2.7% | -23.8% | -22.5% |
| 6M | -6.8% | +15.2% | -22.1% | -13.4% |
| YTD | -8.7% | +19.2% | -27.9% | -18.0% |
| 1Y | -5.3% | +31.6% | -36.9% | -18.5% |
| 3Y | +87.4% | +274.2% | -186.7% | +2.5% |
| 5Y | +18.9% | +250.1% | -231.2% | -40.0% |
| 10Y | +273.3% | +388.4% | -115.1% | +26.5% |
| All | +846.9% | +5,669.9% | -4,823.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling