+227.1%
RCL vs BG
+84.9%
+142.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -15.7% | +10.3% | -26.0% | -17.4% |
| 3M | -8.0% | -1.9% | -6.1% | -7.9% |
| 6M | -10.1% | +5.2% | -15.4% | -12.1% |
| YTD | -5.9% | +41.2% | -47.0% | -15.4% |
| 1Y | -23.5% | +50.5% | -74.0% | -32.8% |
| 3Y | +174.4% | +19.9% | +154.5% | +155.4% |
| 5Y | +227.1% | +86.7% | +140.4% | +145.6% |
| All | +227.1% | +84.9% | +142.2% | +145.6% |
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