+24.7%
RCL vs BAX
+40.9%
-16.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.7% | -3.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +14.4% | +3.4% | +11.0% | +13.1% |
| 3M | +5.2% | -4.5% | +9.6% | +6.4% |
| 6M | +26.1% | +44.0% | -17.9% | +12.0% |
| YTD | +17.4% | +34.9% | -17.5% | -2.8% |
| 1Y | +24.7% | +37.9% | -13.2% | +1.0% |
| All | +24.7% | +40.9% | -16.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling