+331.2%
RCL vs BDX
+58.0%
+273.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -2.5% | -5.4% | +3.0% | -0.6% |
| 30D | -15.7% | -2.2% | -13.5% | -15.1% |
| 3M | -3.6% | +20.1% | -23.7% | -9.9% |
| 6M | -8.7% | +9.1% | -17.7% | -11.7% |
| YTD | -6.2% | +17.9% | -24.0% | -12.1% |
| 1Y | -22.9% | +22.1% | -44.9% | -28.6% |
| 3Y | +173.6% | -10.5% | +184.1% | +177.7% |
| 5Y | +226.6% | -2.6% | +229.2% | +218.7% |
| All | +331.2% | +58.0% | +273.2% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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