+180.6%
RCL vs BP
+33.3%
+147.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.1% |
| 7D | -5.1% | +3.9% | -9.0% | -5.0% |
| 30D | -19.0% | +7.6% | -26.6% | -18.9% |
| 3M | -9.6% | +0.7% | -10.3% | -9.2% |
| 6M | -6.7% | +15.5% | -22.2% | -9.3% |
| YTD | -3.9% | +30.8% | -34.7% | -9.2% |
| 1Y | -25.1% | +34.3% | -59.4% | -29.8% |
| All | +180.6% | +33.3% | +147.3% | +154.4% |
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