+345.6%
RCL vs BAH
+185.0%
+160.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | -5.1% | -3.2% | -1.8% | -4.2% |
| 30D | -19.0% | +2.0% | -21.0% | -19.6% |
| 3M | -9.6% | -7.6% | -1.9% | -7.9% |
| 6M | -6.7% | -5.7% | -1.0% | -6.4% |
| YTD | -3.9% | -11.7% | +7.8% | -2.5% |
| 1Y | -25.1% | -27.4% | +2.3% | -19.1% |
| 3Y | +179.1% | -32.5% | +211.7% | +189.4% |
| 5Y | +243.3% | -3.3% | +246.6% | +192.1% |
| All | +345.6% | +185.0% | +160.6% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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