+332.9%
RCL vs BTDR
-29.7%
+362.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.7% | -11.0% | -2.1% |
| 7D | +0.6% | +7.7% | -7.0% | -0.2% |
| 30D | +19.4% | -24.1% | +43.5% | +21.4% |
| 3M | +9.8% | -19.1% | +28.9% | +10.4% |
| 6M | +28.6% | -46.6% | +75.3% | +32.4% |
| YTD | +22.2% | -37.3% | +59.4% | +22.8% |
| 1Y | +29.7% | -53.2% | +82.9% | +32.7% |
| 3Y | +265.3% | +77.1% | +188.2% | +228.6% |
| 5Y | +301.8% | -29.7% | +331.5% | +252.9% |
| All | +332.9% | -29.7% | +362.6% | +279.3% |
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