+261.1%
RCL vs FAST
+103.6%
+157.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +2.1% | +4.4% | +5.2% |
| 30D | +15.9% | +6.9% | +9.0% | +11.1% |
| 3M | +2.7% | +4.8% | -2.2% | -0.6% |
| 6M | +15.2% | +19.8% | -4.5% | +2.3% |
| YTD | +19.2% | +34.9% | -15.7% | -3.0% |
| 1Y | +31.6% | +32.8% | -1.2% | +8.3% |
| 3Y | +274.2% | +93.7% | +180.4% | +127.5% |
| All | +261.1% | +103.6% | +157.5% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling