+292.2%
RCL vs BBWI
-67.6%
+359.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +17.8% | +12.9% | +5.0% | +12.7% |
| 3M | +4.9% | +16.0% | -11.1% | -2.0% |
| 6M | +23.7% | +16.6% | +7.1% | +13.9% |
| YTD | +17.8% | +9.7% | +8.1% | +9.2% |
| 1Y | +28.9% | +1.5% | +27.4% | +20.5% |
| 3Y | +241.9% | -21.4% | +263.2% | +221.3% |
| All | +292.2% | -67.6% | +359.8% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling