-83.7%
FIG vs RCL
+0.2%
-84.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | -13.1% | +6.5% | -19.6% | -13.8% |
| 30D | -13.0% | +15.9% | -28.9% | -14.8% |
| 3M | -21.5% | +2.7% | -24.2% | -21.9% |
| 6M | -2.5% | +15.2% | -17.7% | -4.7% |
| YTD | -49.7% | +19.2% | -68.9% | -51.7% |
| 1Y | -59.1% | +31.6% | -90.7% | -62.4% |
| All | -83.7% | +0.2% | -84.0% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling