+116.4%
RCL vs BTSG
+416.6%
-300.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -2.2% | +2.9% | -5.1% | -2.9% |
| 30D | -15.7% | +0.9% | -16.5% | -16.0% |
| 3M | -8.0% | +1.6% | -9.6% | -9.4% |
| 6M | -10.1% | +46.8% | -56.9% | -20.2% |
| YTD | -5.9% | +65.5% | -71.4% | -19.3% |
| 1Y | -23.5% | +136.2% | -159.7% | -40.3% |
| All | +116.4% | +416.6% | -300.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling