+301.8%
RCL vs BG
+23.9%
+277.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | +0.6% | +3.4% | -2.8% | 0.0% |
| 30D | +19.4% | -3.8% | +23.2% | +20.1% |
| 3M | +9.8% | -9.6% | +19.4% | +11.3% |
| 6M | +28.6% | -19.5% | +48.2% | +33.1% |
| YTD | +22.2% | +14.6% | +7.5% | +13.8% |
| 1Y | +29.7% | +6.6% | +23.1% | +23.3% |
| 3Y | +265.3% | +4.7% | +260.6% | +243.0% |
| 5Y | +301.8% | +22.1% | +279.7% | +226.9% |
| All | +301.8% | +23.9% | +277.8% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling