+31.6%
RCL vs FAST
+30.1%
+1.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +2.1% | +4.4% | +5.5% |
| 30D | +15.9% | +6.9% | +9.0% | +12.0% |
| 3M | +2.7% | +4.8% | -2.2% | +0.1% |
| 6M | +15.2% | +19.8% | -4.5% | +4.2% |
| YTD | +19.2% | +34.9% | -15.7% | -5.0% |
| 1Y | +31.6% | +32.8% | -1.2% | +6.2% |
| All | +31.6% | +30.1% | +1.5% | +6.2% |
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