+281.6%
RCL vs FAST
+110.9%
+170.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.1% |
| 7D | +5.0% | +3.8% | +1.1% | +2.6% |
| 30D | +19.4% | +8.1% | +11.3% | +13.7% |
| 3M | +5.9% | +5.8% | +0.1% | +2.0% |
| 6M | +23.8% | +24.9% | -1.1% | +7.1% |
| YTD | +22.8% | +38.9% | -16.1% | -1.9% |
| 1Y | +34.3% | +36.5% | -2.2% | +8.6% |
| 3Y | +276.4% | +98.1% | +178.3% | +125.6% |
| 5Y | +281.6% | +109.3% | +172.3% | +86.2% |
| All | +281.6% | +110.9% | +170.7% | +86.2% |
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 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