+379.0%
RCL vs FAST
+606.6%
-227.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.2% |
| 7D | +5.0% | +3.8% | +1.1% | +2.7% |
| 30D | +19.4% | +8.1% | +11.3% | +13.9% |
| 3M | +5.9% | +5.8% | +0.1% | +2.2% |
| 6M | +23.8% | +24.9% | -1.1% | +7.9% |
| YTD | +22.8% | +38.9% | -16.1% | -0.5% |
| 1Y | +34.3% | +36.5% | -2.2% | +10.1% |
| 3Y | +276.4% | +98.1% | +178.3% | +139.8% |
| 5Y | +281.6% | +109.3% | +172.3% | +132.5% |
| 10Y | +379.0% | +547.9% | -168.9% | +69.9% |
| All | +379.0% | +606.6% | -227.6% | +69.9% |
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 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