+0.4%
BX vs RCL
+292.5%
-292.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +1.1% |
| 30D | +14.2% | +17.8% | -3.6% | +6.9% |
| 3M | -18.7% | +4.9% | -23.7% | -20.6% |
| 6M | +2.5% | +23.7% | -21.3% | -7.1% |
| YTD | -18.8% | +17.8% | -36.6% | -27.0% |
| 1Y | -10.3% | +28.9% | -39.2% | -22.9% |
| 3Y | +35.4% | +241.9% | -206.5% | -25.8% |
| All | +0.4% | +292.5% | -292.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling