-25.1%
RCL vs BR
-29.1%
+4.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.1% |
| 7D | -5.1% | -5.3% | +0.2% | -4.7% |
| 30D | -19.0% | +6.4% | -25.5% | -19.5% |
| 3M | -9.6% | +13.6% | -23.2% | -10.7% |
| 6M | -6.7% | -6.7% | 0.0% | -7.6% |
| YTD | -3.9% | -21.1% | +17.2% | +4.7% |
| 1Y | -25.1% | -29.6% | +4.5% | -7.4% |
| All | -25.1% | -29.1% | +4.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling