+5,843.1%
RCL vs BAX
+651.9%
+5,191.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.1% |
| 7D | +5.0% | +9.0% | -4.1% | +1.7% |
| 30D | +19.4% | +8.5% | +10.9% | +15.5% |
| 3M | +5.9% | -4.1% | +10.0% | +6.9% |
| 6M | +23.8% | +46.9% | -23.1% | +6.4% |
| YTD | +22.8% | +38.4% | -15.6% | +6.2% |
| 1Y | +34.3% | +47.0% | -12.7% | +13.6% |
| 3Y | +276.4% | -14.9% | +291.4% | +273.9% |
| 5Y | +281.6% | -62.5% | +344.1% | +401.3% |
| 10Y | +379.0% | -33.9% | +412.9% | +403.0% |
| All | +5,843.1% | +651.9% | +5,191.2% | +3,595.2% |
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