-55.8%
FIG vs RCL
-23.9%
-31.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -16.3% | -5.1% | -11.2% | -15.8% |
| 30D | -14.3% | -19.0% | +4.7% | -12.0% |
| 3M | +7.2% | -9.6% | +16.7% | +8.1% |
| 6M | -18.6% | -6.7% | -11.9% | -18.2% |
| YTD | -35.5% | -3.9% | -31.5% | -35.6% |
| 1Y | -55.8% | -25.1% | -30.7% | -42.8% |
| All | -55.8% | -23.9% | -31.9% | -42.8% |
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