+342.5%
RCL vs BB
+2.1%
+340.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -2.2% | +1.8% | -4.0% | -2.6% |
| 30D | -15.7% | -12.2% | -3.4% | -13.2% |
| 3M | -8.0% | -12.3% | +4.4% | -7.0% |
| 6M | -10.1% | +122.7% | -132.8% | -30.2% |
| YTD | -5.9% | +104.5% | -110.4% | -25.4% |
| 1Y | -23.5% | +106.7% | -130.2% | -40.3% |
| 3Y | +174.4% | +70.0% | +104.4% | +109.7% |
| 5Y | +227.1% | -27.8% | +254.9% | +200.6% |
| 10Y | +342.5% | +2.4% | +340.1% | +145.4% |
| All | +342.5% | +2.1% | +340.4% | +145.4% |
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