+4,549.4%
RCL vs BTI
+5,139.2%
-589.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | -19.0% | -6.6% | -12.4% | -17.3% |
| 3M | -9.6% | -3.0% | -6.6% | -9.0% |
| 6M | -6.7% | -6.7% | 0.0% | -5.2% |
| YTD | -3.9% | +0.6% | -4.5% | -5.0% |
| 1Y | -25.1% | +5.6% | -30.7% | -27.2% |
| 3Y | +179.1% | +110.3% | +68.8% | +113.1% |
| 5Y | +243.3% | +114.3% | +129.0% | +160.2% |
| 10Y | +325.8% | +67.7% | +258.1% | +241.9% |
| All | +4,549.4% | +5,139.2% | -589.8% | +2,407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling