-22.4%
BX vs RCL
-24.5%
+2.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.3% |
| 7D | -5.7% | -2.2% | -3.5% | -5.2% |
| 30D | -8.9% | -15.7% | +6.8% | -5.7% |
| 3M | +8.4% | -8.0% | +16.4% | +9.7% |
| 6M | +18.9% | -10.1% | +29.1% | +20.0% |
| YTD | -13.6% | -5.9% | -7.7% | -13.7% |
| 1Y | -22.4% | -23.5% | +1.0% | -17.3% |
| All | -22.4% | -24.5% | +2.1% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling