-25.1%
RCL vs BTSG
+152.4%
-177.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -5.1% | +2.7% | -7.8% | -5.7% |
| 30D | -19.0% | -3.6% | -15.4% | -18.4% |
| 3M | -9.6% | +5.8% | -15.4% | -12.8% |
| 6M | -6.7% | +44.7% | -51.4% | -18.7% |
| YTD | -3.9% | +62.2% | -66.1% | -19.2% |
| 1Y | -25.1% | +152.1% | -177.2% | -41.5% |
| All | -25.1% | +152.4% | -177.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling