+331.9%
RCL vs BTG
+164.8%
+167.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.2% | -9.1% | +7.9% | -0.1% |
| 30D | +17.8% | -1.6% | +19.5% | +17.9% |
| 3M | +4.9% | -2.8% | +7.7% | +5.0% |
| 6M | +23.7% | -7.6% | +31.3% | +23.8% |
| YTD | +17.8% | +10.2% | +7.6% | +14.6% |
| 1Y | +28.9% | +21.3% | +7.7% | +24.0% |
| 3Y | +241.9% | +82.7% | +159.2% | +206.3% |
| 5Y | +295.4% | +30.8% | +264.6% | +261.7% |
| All | +331.9% | +164.8% | +167.1% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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