+330.2%
RCL vs FAST
+546.1%
-215.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -0.2% | +5.0% | -5.2% | -3.1% |
| 30D | +14.4% | +8.6% | +5.8% | +8.8% |
| 3M | +5.2% | +6.9% | -1.8% | +0.8% |
| 6M | +26.1% | +29.6% | -3.5% | +7.4% |
| YTD | +17.4% | +41.4% | -24.1% | -6.0% |
| 1Y | +24.7% | +38.5% | -13.8% | +1.3% |
| 3Y | +250.9% | +98.7% | +152.2% | +123.1% |
| 5Y | +293.8% | +108.0% | +185.8% | +140.8% |
| All | +330.2% | +546.1% | -215.9% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling