+350.2%
RCL vs BN
+259.6%
+90.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +2.1% |
| 7D | -0.5% | -1.2% | +0.7% | +0.6% |
| 30D | -17.3% | -10.9% | -6.4% | -8.4% |
| 3M | -2.8% | -11.1% | +8.3% | +7.7% |
| 6M | -4.4% | -4.4% | 0.0% | -1.2% |
| YTD | -4.2% | -14.1% | +10.0% | +8.2% |
| 1Y | -23.4% | -11.1% | -12.3% | -17.1% |
| 3Y | +179.4% | +75.6% | +103.8% | +50.1% |
| 5Y | +238.8% | +35.8% | +203.0% | +133.0% |
| 10Y | +350.2% | +261.6% | +88.6% | +69.9% |
| All | +350.2% | +259.6% | +90.6% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling