+25.2%
RCL vs BIYA
-99.8%
+125.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +2.7% | -3.2% | -0.5% |
| 30D | -17.3% | -18.7% | +1.4% | -17.3% |
| 3M | -2.8% | -72.0% | +69.3% | -2.8% |
| 6M | -4.4% | -86.4% | +82.0% | -3.8% |
| YTD | -4.2% | -94.2% | +90.0% | -2.8% |
| 1Y | -23.4% | -98.4% | +75.1% | -19.1% |
| All | +25.2% | -99.8% | +125.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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