-22.9%
RCL vs BG
+52.8%
-75.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.1% |
| 7D | -2.5% | +3.7% | -6.2% | -1.8% |
| 30D | -15.7% | +12.3% | -28.0% | -13.8% |
| 3M | -3.6% | -2.2% | -1.4% | -3.0% |
| 6M | -8.7% | +5.3% | -14.0% | -7.9% |
| YTD | -6.2% | +42.4% | -48.6% | -7.3% |
| 1Y | -22.9% | +55.2% | -78.1% | -23.4% |
| All | -22.9% | +52.8% | -75.7% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling