+57.3%
BMY vs RCL
+338.4%
-281.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +10.0% | +14.4% | -4.4% | +8.8% |
| 3M | -1.2% | +5.2% | -6.3% | -1.6% |
| 6M | +12.8% | +26.1% | -13.3% | +10.5% |
| YTD | +20.7% | +17.4% | +3.3% | +18.4% |
| 1Y | +32.6% | +24.7% | +8.0% | +29.4% |
| 3Y | +41.8% | +250.9% | -209.1% | +26.5% |
| 5Y | +29.0% | +293.8% | -264.9% | +11.7% |
| All | +57.3% | +338.4% | -281.1% | +47.5% |
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 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