+350.2%
RCL vs BP
+126.3%
+223.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.8% |
| 7D | -0.5% | +0.9% | -1.4% | -1.1% |
| 30D | -17.3% | +9.1% | -26.5% | -22.4% |
| 3M | -2.8% | +3.9% | -6.7% | -7.2% |
| 6M | -4.4% | +13.6% | -18.0% | -16.8% |
| YTD | -4.2% | +34.0% | -38.2% | -27.3% |
| 1Y | -23.4% | +39.2% | -62.5% | -44.0% |
| 3Y | +179.4% | +36.4% | +143.0% | +96.0% |
| 5Y | +238.8% | +135.8% | +103.0% | +37.9% |
| 10Y | +350.2% | +125.0% | +225.2% | +107.7% |
| All | +350.2% | +126.3% | +223.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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