-57.0%
FIG vs RCL
+24.4%
-81.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -13.1% | +14.4% | -27.4% | -14.0% |
| 3M | -20.3% | +5.2% | -25.5% | -20.8% |
| 6M | -2.1% | +26.1% | -28.3% | -4.3% |
| YTD | -49.4% | +17.4% | -66.7% | -49.9% |
| 1Y | -57.0% | +24.7% | -81.7% | -57.8% |
| All | -57.0% | +24.4% | -81.4% | -57.8% |
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