+1,275.7%
RCL vs BTG
+392.0%
+883.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | -19.0% | +36.8% | -55.8% | -21.3% |
| 3M | -9.6% | +23.1% | -32.7% | -11.5% |
| 6M | -6.7% | +3.5% | -10.2% | -7.6% |
| YTD | -3.9% | +25.5% | -29.4% | -6.6% |
| 1Y | -25.1% | +40.1% | -65.2% | -28.1% |
| 3Y | +179.1% | +101.1% | +78.0% | +156.8% |
| 5Y | +243.3% | +70.6% | +172.7% | +217.4% |
| 10Y | +325.8% | +152.1% | +173.6% | +270.7% |
| All | +1,275.7% | +392.0% | +883.7% | +752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling