-56.6%
FIG vs RCL
-24.0%
-32.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.6% |
| 7D | -16.4% | -0.5% | -15.9% | -16.3% |
| 30D | -2.3% | -17.3% | +15.0% | -0.1% |
| 3M | +7.8% | -2.8% | +10.6% | +7.7% |
| 6M | -21.8% | -4.4% | -17.5% | -21.7% |
| YTD | -39.1% | -4.2% | -35.0% | -39.3% |
| 1Y | -56.6% | -23.4% | -33.3% | -44.6% |
| All | -56.6% | -24.0% | -32.6% | -44.6% |
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