+219.1%
RCL vs BRO
+17.6%
+201.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.9% | -7.3% | +5.4% | +1.7% |
| 30D | -15.5% | -6.9% | -8.7% | -12.8% |
| 3M | -9.7% | +10.7% | -20.3% | -15.0% |
| 6M | -8.7% | -2.7% | -6.0% | -8.8% |
| YTD | -5.8% | -16.3% | +10.6% | +2.1% |
| 1Y | -24.5% | -29.1% | +4.6% | -9.5% |
| 3Y | +173.9% | -7.8% | +181.7% | +170.4% |
| All | +219.1% | +17.6% | +201.4% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling