+680.0%
BX vs RCL
+368.0%
+312.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | +7.3% | +19.4% | -12.1% | +1.6% |
| 3M | -16.3% | +9.8% | -26.1% | -18.9% |
| 6M | +2.5% | +28.6% | -26.1% | -5.9% |
| YTD | -17.6% | +22.2% | -39.7% | -24.5% |
| 1Y | -12.4% | +29.7% | -42.1% | -21.5% |
| 3Y | +36.2% | +265.3% | -229.1% | -11.9% |
| 5Y | +3.0% | +301.8% | -298.8% | -38.8% |
| 10Y | +680.0% | +360.5% | +319.5% | +255.5% |
| All | +680.0% | +368.0% | +312.0% | +255.5% |
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