+245.3%
RCL vs FAST
+102.7%
+142.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | +3.9% | +0.7% | +3.3% | +3.6% |
| 30D | +11.8% | +4.6% | +7.1% | +8.6% |
| 3M | -0.8% | +6.4% | -7.2% | -4.9% |
| 6M | +23.6% | +20.6% | +3.0% | +9.3% |
| YTD | +17.6% | +34.7% | -17.0% | -4.2% |
| 1Y | +28.3% | +29.7% | -1.4% | +7.2% |
| 3Y | +261.4% | +89.9% | +171.5% | +123.1% |
| 5Y | +245.3% | +105.0% | +140.4% | +64.0% |
| All | +245.3% | +102.7% | +142.7% | +64.0% |
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