-51.7%
FIG vs RCL
+27.6%
-79.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.1% | +4.6% |
| 7D | -4.7% | +11.7% | -16.3% | -5.6% |
| 30D | +0.5% | +21.1% | -20.6% | -1.1% |
| 3M | -18.4% | +2.9% | -21.3% | -18.8% |
| 6M | +10.9% | +29.8% | -19.0% | +7.9% |
| YTD | -40.8% | +21.4% | -62.2% | -41.5% |
| 1Y | -51.7% | +32.0% | -83.7% | -53.2% |
| All | -51.7% | +27.6% | -79.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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