+315.9%
RCL vs BTDR
-38.7%
+354.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.8% | +8.9% | -2.9% |
| 7D | -0.2% | +15.4% | -15.7% | -1.5% |
| 30D | +14.4% | -33.4% | +47.8% | +17.5% |
| 3M | +5.2% | -32.0% | +37.2% | +7.2% |
| 6M | +26.1% | -52.2% | +78.4% | +30.9% |
| YTD | +17.4% | -45.3% | +62.7% | +19.2% |
| 1Y | +24.7% | -56.0% | +80.7% | +28.2% |
| 3Y | +250.9% | +54.4% | +196.5% | +219.1% |
| 5Y | +293.8% | -38.5% | +332.4% | +249.7% |
| All | +315.9% | -38.7% | +354.6% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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