+238.8%
RCL vs BTI
+115.0%
+123.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -17.3% | -7.0% | -10.3% | -15.6% |
| 3M | -2.8% | -6.3% | +3.6% | -1.1% |
| 6M | -4.4% | -2.0% | -2.4% | -4.5% |
| YTD | -4.2% | +0.2% | -4.4% | -5.2% |
| 1Y | -23.4% | +3.8% | -27.2% | -25.0% |
| 3Y | +179.4% | +112.1% | +67.3% | +99.2% |
| 5Y | +238.8% | +113.6% | +125.1% | +132.0% |
| All | +238.8% | +115.0% | +123.8% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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