-83.2%
FIG vs RCL
+3.3%
-86.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.6% |
| 7D | -12.6% | +5.0% | -17.6% | -13.2% |
| 30D | -13.8% | +19.4% | -33.2% | -16.0% |
| 3M | -16.7% | +5.9% | -22.6% | -17.6% |
| 6M | -6.1% | +23.8% | -29.9% | -9.4% |
| YTD | -48.1% | +22.8% | -70.9% | -50.5% |
| 1Y | -56.2% | +34.3% | -90.4% | -59.7% |
| All | -83.2% | +3.3% | -86.5% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling