+4,549.4%
RCL vs BDX
+4,481.6%
+67.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | -19.0% | +8.3% | -27.3% | -21.4% |
| 3M | -9.6% | +24.4% | -34.0% | -16.7% |
| 6M | -6.7% | +9.2% | -15.9% | -9.9% |
| YTD | -3.9% | +22.7% | -26.6% | -11.4% |
| 1Y | -25.1% | +25.9% | -51.0% | -31.6% |
| 3Y | +179.1% | -10.5% | +189.6% | +183.0% |
| 5Y | +243.3% | +1.9% | +241.4% | +229.4% |
| 10Y | +325.8% | +58.7% | +267.1% | +235.4% |
| All | +4,549.4% | +4,481.6% | +67.8% | +1,682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling