+292.2%
RCL vs BAH
+6.1%
+286.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | +1.7% | -2.9% | -1.5% |
| 30D | +17.8% | +20.8% | -2.9% | +14.0% |
| 3M | +4.9% | +11.6% | -6.6% | +2.7% |
| 6M | +23.7% | +23.1% | +0.6% | +18.3% |
| YTD | +17.8% | +5.3% | +12.6% | +15.2% |
| 1Y | +28.9% | +6.1% | +22.8% | +25.7% |
| 3Y | +241.9% | -27.5% | +269.4% | +246.3% |
| All | +292.2% | +6.1% | +286.1% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling