+668.7%
BX vs RCL
+341.7%
+327.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.1% |
| 7D | -5.7% | -2.2% | -3.5% | -5.0% |
| 30D | -8.9% | -15.7% | +6.8% | -4.0% |
| 3M | +8.4% | -8.0% | +16.4% | +10.6% |
| 6M | +18.9% | -10.1% | +29.1% | +21.6% |
| YTD | -13.6% | -5.9% | -7.7% | -14.0% |
| 1Y | -22.4% | -23.5% | +1.0% | -18.2% |
| 3Y | +26.0% | +174.4% | -148.4% | -10.5% |
| 5Y | +18.8% | +227.1% | -208.4% | -24.4% |
| 10Y | +668.7% | +342.5% | +326.2% | +329.1% |
| All | +668.7% | +341.7% | +327.0% | +329.1% |
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