+3,644.4%
FIX vs RCL
+381.8%
+3,262.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -13.9% | +8.5% | -22.5% | -16.2% |
| 30D | -35.5% | +20.4% | -55.9% | -39.1% |
| 3M | -33.9% | +11.0% | -44.9% | -36.2% |
| 6M | -43.3% | +24.9% | -68.2% | -47.3% |
| YTD | +18.7% | +23.9% | -5.2% | +9.1% |
| 1Y | +13.8% | +30.8% | -17.1% | +2.6% |
| 3Y | +495.0% | +270.4% | +224.6% | +300.7% |
| 5Y | +1,049.0% | +296.1% | +752.9% | +615.8% |
| 10Y | +3,644.4% | +375.0% | +3,269.4% | +1,770.9% |
| All | +3,644.4% | +381.8% | +3,262.6% | +1,770.9% |
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