+331.2%
RCL vs BG
+171.4%
+159.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.5% | +3.7% | -6.2% | -4.1% |
| 30D | -15.7% | +12.3% | -28.0% | -20.4% |
| 3M | -3.6% | -2.2% | -1.4% | -4.0% |
| 6M | -8.7% | +5.3% | -14.0% | -13.3% |
| YTD | -6.2% | +42.4% | -48.6% | -24.1% |
| 1Y | -22.9% | +55.2% | -78.1% | -41.0% |
| 3Y | +173.6% | +21.0% | +152.6% | +130.2% |
| 5Y | +226.6% | +87.1% | +139.4% | +96.0% |
| All | +331.2% | +171.4% | +159.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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