+4,549.4%
RCL vs BAX
+635.4%
+3,913.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.5% |
| 7D | -5.1% | -1.1% | -3.9% | -4.7% |
| 30D | -19.0% | -5.5% | -13.6% | -17.4% |
| 3M | -9.6% | +33.5% | -43.1% | -19.0% |
| 6M | -6.7% | +35.9% | -42.5% | -17.3% |
| YTD | -3.9% | +35.4% | -39.3% | -15.8% |
| 1Y | -25.1% | +9.8% | -34.8% | -29.8% |
| 3Y | +179.1% | -32.7% | +211.8% | +202.5% |
| 5Y | +243.3% | -65.6% | +308.9% | +367.5% |
| 10Y | +325.8% | -34.9% | +360.7% | +351.6% |
| All | +4,549.4% | +635.4% | +3,913.9% | +2,830.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling