+226.6%
RCL vs BTG
+74.4%
+152.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.2% |
| 7D | -2.5% | -5.8% | +3.3% | -1.6% |
| 30D | -15.7% | +5.7% | -21.4% | -16.5% |
| 3M | -3.6% | +38.1% | -41.8% | -8.8% |
| 6M | -8.7% | +0.3% | -9.0% | -9.8% |
| YTD | -6.2% | +19.9% | -26.1% | -10.4% |
| 1Y | -22.9% | +24.6% | -47.5% | -27.5% |
| 3Y | +173.6% | +96.6% | +77.0% | +130.0% |
| 5Y | +226.6% | +77.7% | +148.9% | +192.3% |
| All | +226.6% | +74.4% | +152.2% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling