+1,100.9%
BAC vs RCL
+4,549.4%
-3,448.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | -5.1% | +6.2% | +3.1% |
| 30D | -0.4% | -19.0% | +18.6% | +7.9% |
| 3M | +16.9% | -9.6% | +26.5% | +20.3% |
| 6M | +26.6% | -6.7% | +33.3% | +27.3% |
| YTD | +15.8% | -3.9% | +19.7% | +13.6% |
| 1Y | +27.2% | -25.1% | +52.3% | +36.2% |
| 3Y | +132.4% | +179.1% | -46.7% | +42.8% |
| 5Y | +72.6% | +243.3% | -170.7% | -12.4% |
| 10Y | +389.7% | +325.8% | +64.0% | +74.1% |
| All | +1,100.9% | +4,549.4% | -3,448.4% | +63.0% |
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 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