-25.1%
RCL vs FAST
+2.3%
-27.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | -19.0% | -0.8% | -18.2% | -18.8% |
| 3M | -9.6% | +5.8% | -15.3% | -12.4% |
| 6M | -6.7% | +8.0% | -14.7% | -11.5% |
| YTD | -3.9% | +25.6% | -29.6% | -16.1% |
| 1Y | -25.1% | +0.8% | -25.9% | -30.9% |
| All | -25.1% | +2.3% | -27.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling