+331.2%
RCL vs BBY
+242.2%
+89.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | +0.7% | -3.1% | -2.8% |
| 30D | -15.7% | +5.8% | -21.4% | -18.3% |
| 3M | -3.6% | +18.0% | -21.6% | -11.9% |
| 6M | -8.7% | +39.8% | -48.5% | -24.5% |
| YTD | -6.2% | +35.4% | -41.6% | -21.6% |
| 1Y | -22.9% | +21.4% | -44.3% | -32.3% |
| 3Y | +173.6% | +39.5% | +134.1% | +109.6% |
| 5Y | +226.6% | -0.5% | +227.0% | +187.0% |
| All | +331.2% | +242.2% | +89.0% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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