+4,549.4%
RCL vs BBWI
+716.3%
+3,833.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -1.4% |
| 7D | -5.1% | +1.5% | -6.6% | -5.8% |
| 30D | -19.0% | -5.2% | -13.8% | -17.8% |
| 3M | -9.6% | +11.1% | -20.7% | -15.1% |
| 6M | -6.7% | -13.4% | +6.7% | -3.7% |
| YTD | -3.9% | +0.1% | -4.0% | -8.0% |
| 1Y | -25.1% | -36.1% | +11.0% | -15.2% |
| 3Y | +179.1% | -44.1% | +223.2% | +209.8% |
| 5Y | +243.3% | -66.2% | +309.6% | +355.5% |
| 10Y | +325.8% | -54.8% | +380.5% | +283.9% |
| All | +4,549.4% | +716.3% | +3,833.1% | +1,092.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling