+274.2%
RCL vs BP
+42.8%
+231.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +6.5% | -11.6% | +18.1% | +5.6% |
| 30D | +15.9% | 0.0% | +15.8% | +15.6% |
| 3M | +2.7% | +6.7% | -4.1% | +2.6% |
| 6M | +15.2% | +2.2% | +13.1% | +15.4% |
| YTD | +19.2% | +33.0% | -13.7% | +12.1% |
| 1Y | +31.6% | +30.7% | +0.9% | +24.2% |
| 3Y | +274.2% | +44.2% | +230.0% | +239.3% |
| All | +274.2% | +42.8% | +231.4% | +239.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling