+2.0%
FISV vs RCL
+346.0%
-344.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | 0.0% | -15.5% | +15.6% | +3.6% |
| 3M | -2.8% | -9.7% | +6.9% | -1.1% |
| 6M | -11.8% | -8.7% | -3.1% | -11.0% |
| YTD | -23.2% | -5.8% | -17.5% | -23.6% |
| 1Y | -62.0% | -24.5% | -37.5% | -60.3% |
| 3Y | -57.6% | +173.9% | -231.5% | -66.8% |
| 5Y | -53.4% | +228.0% | -281.4% | -66.5% |
| All | +2.0% | +346.0% | -344.0% | -38.2% |
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