+849.6%
RCL vs BAH
+1,056.2%
-206.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.9% |
| 7D | +6.5% | -3.5% | +10.1% | +7.7% |
| 30D | +15.9% | +24.3% | -8.4% | +7.4% |
| 3M | +2.7% | +16.3% | -13.7% | -3.2% |
| 6M | +15.2% | +13.6% | +1.6% | +8.4% |
| YTD | +19.2% | +3.5% | +15.7% | +14.1% |
| 1Y | +31.6% | +2.7% | +28.9% | +26.0% |
| 3Y | +274.2% | -26.6% | +300.8% | +283.5% |
| 5Y | +250.1% | +8.5% | +241.5% | +195.8% |
| 10Y | +388.4% | +225.1% | +163.3% | +160.7% |
| All | +849.6% | +1,056.2% | -206.6% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling