+448.7%
FIX vs RCL
+266.4%
+182.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +4.9% |
| 7D | -17.5% | +6.5% | -24.0% | -20.1% |
| 30D | -41.6% | +15.9% | -57.5% | -45.4% |
| 3M | -40.6% | +2.7% | -43.3% | -41.7% |
| 6M | -49.4% | +15.2% | -64.6% | -53.1% |
| YTD | +9.2% | +19.2% | -10.1% | -3.2% |
| 1Y | +6.5% | +31.6% | -25.2% | -10.8% |
| 3Y | +448.7% | +274.2% | +174.5% | +184.4% |
| All | +448.7% | +266.4% | +182.4% | +184.4% |
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