+240.5%
RCL vs BTDR
+23.8%
+216.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -0.5% |
| 7D | -5.1% | +20.0% | -25.1% | -6.6% |
| 30D | -19.0% | +11.9% | -30.9% | -20.1% |
| 3M | -9.6% | -36.9% | +27.4% | -7.2% |
| 6M | -6.7% | +56.5% | -63.2% | -11.2% |
| YTD | -3.9% | +10.4% | -14.4% | -7.0% |
| 1Y | -25.1% | +3.1% | -28.2% | -28.7% |
| 3Y | +179.1% | -2.6% | +181.7% | +142.0% |
| 5Y | +243.3% | +25.2% | +218.1% | +190.5% |
| All | +240.5% | +23.8% | +216.7% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling