+24.3%
BX vs RCL
+234.0%
-209.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -2.3% | -17.3% | +15.0% | +5.2% |
| 3M | +18.5% | -2.8% | +21.3% | +18.9% |
| 6M | +23.7% | -4.4% | +28.1% | +23.9% |
| YTD | -10.4% | -4.2% | -6.2% | -12.0% |
| 1Y | -19.6% | -23.4% | +3.8% | -13.8% |
| 3Y | +30.8% | +179.4% | -148.6% | -20.7% |
| 5Y | +24.3% | +238.8% | -214.4% | -38.4% |
| All | +24.3% | +234.0% | -209.6% | -38.4% |
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