+894.6%
FIX vs RCL
+256.9%
+637.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.1% | -8.5% | -10.6% |
| 7D | -27.2% | +3.9% | -31.2% | -28.4% |
| 30D | -46.9% | +11.8% | -58.7% | -49.0% |
| 3M | -44.4% | -0.8% | -43.6% | -44.6% |
| 6M | -50.9% | +23.6% | -74.5% | -54.7% |
| YTD | +3.5% | +17.6% | -14.1% | -4.2% |
| 1Y | -2.1% | +28.3% | -30.4% | -12.3% |
| 3Y | +418.7% | +261.4% | +157.3% | +249.7% |
| 5Y | +894.6% | +245.3% | +649.2% | +548.1% |
| All | +894.6% | +256.9% | +637.7% | +548.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling