+120.3%
RCL vs BTSG
+421.3%
-301.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.0% |
| 7D | -0.5% | +5.7% | -6.2% | -1.9% |
| 30D | -17.3% | +0.2% | -17.6% | -17.5% |
| 3M | -2.8% | +5.6% | -8.4% | -5.3% |
| 6M | -4.4% | +50.8% | -55.2% | -15.7% |
| YTD | -4.2% | +67.0% | -71.2% | -18.0% |
| 1Y | -23.4% | +145.5% | -168.9% | -40.8% |
| All | +120.3% | +421.3% | -301.0% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling