+3,759.0%
FIX vs RCL
+368.0%
+3,391.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.4% |
| 7D | +6.4% | +0.6% | +5.8% | +6.4% |
| 30D | -29.1% | +19.4% | -48.5% | -32.9% |
| 3M | -31.1% | +9.8% | -40.9% | -33.4% |
| 6M | -42.8% | +28.6% | -71.5% | -47.3% |
| YTD | +24.6% | +22.2% | +2.5% | +15.0% |
| 1Y | +21.9% | +29.7% | -7.8% | +10.3% |
| 3Y | +524.9% | +265.3% | +259.6% | +322.5% |
| 5Y | +1,092.2% | +301.8% | +790.5% | +640.1% |
| 10Y | +3,759.0% | +360.5% | +3,398.6% | +1,869.7% |
| All | +3,759.0% | +368.0% | +3,391.1% | +1,869.7% |
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