+380.4%
RCL vs FAST
+586.8%
-206.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +2.1% | +4.4% | +5.3% |
| 30D | +15.9% | +6.9% | +9.0% | +11.3% |
| 3M | +2.7% | +4.8% | -2.2% | -0.5% |
| 6M | +15.2% | +19.8% | -4.5% | +3.0% |
| YTD | +19.2% | +34.9% | -15.7% | -1.6% |
| 1Y | +31.6% | +32.8% | -1.2% | +9.8% |
| 3Y | +274.2% | +93.7% | +180.4% | +142.1% |
| 5Y | +250.1% | +105.3% | +144.8% | +116.4% |
| All | +380.4% | +586.8% | -206.4% | +73.8% |
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