+1,456.4%
RCL vs BG
+1,131.5%
+324.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.4% |
| 7D | -5.1% | +2.8% | -7.9% | -6.4% |
| 30D | -19.0% | +12.0% | -31.0% | -23.4% |
| 3M | -9.6% | -7.7% | -1.9% | -7.6% |
| 6M | -6.7% | +4.5% | -11.2% | -10.9% |
| YTD | -3.9% | +35.7% | -39.6% | -19.2% |
| 1Y | -25.1% | +50.1% | -75.2% | -40.6% |
| 3Y | +179.1% | +12.6% | +166.5% | +144.9% |
| 5Y | +243.3% | +75.4% | +167.9% | +134.2% |
| 10Y | +325.8% | +150.5% | +175.3% | +135.5% |
| All | +1,456.4% | +1,131.5% | +324.9% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling