+375.0%
RCL vs BB
+28.9%
+346.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | +8.5% | +11.6% | -3.1% | +5.6% |
| 30D | +20.4% | +2.6% | +17.8% | +18.9% |
| 3M | +11.0% | +3.5% | +7.5% | +8.6% |
| 6M | +24.9% | +43.5% | -18.6% | +9.3% |
| YTD | +23.9% | +141.2% | -117.3% | -6.7% |
| 1Y | +30.8% | +97.4% | -66.6% | +3.3% |
| 3Y | +270.4% | +151.1% | +119.3% | +154.7% |
| 5Y | +296.1% | -12.8% | +308.9% | +246.5% |
| 10Y | +375.0% | +27.5% | +347.6% | +149.6% |
| All | +375.0% | +28.9% | +346.1% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling