-23.4%
RCL vs BAX
+2.7%
-26.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.7% |
| 7D | -0.5% | -2.4% | +2.0% | +0.1% |
| 30D | -17.3% | -9.7% | -7.6% | -15.3% |
| 3M | -2.8% | +29.3% | -32.0% | -9.0% |
| 6M | -4.4% | +40.7% | -45.0% | -12.8% |
| YTD | -4.2% | +30.3% | -34.4% | -13.0% |
| 1Y | -23.4% | +3.4% | -26.8% | -31.8% |
| All | -23.4% | +2.7% | -26.1% | -31.8% |
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