+4,549.4%
RCL vs FAST
+23,751.5%
-19,202.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | -19.0% | -0.8% | -18.2% | -18.8% |
| 3M | -9.6% | +5.8% | -15.3% | -12.0% |
| 6M | -6.7% | +8.0% | -14.7% | -10.1% |
| YTD | -3.9% | +25.6% | -29.6% | -14.0% |
| 1Y | -25.1% | +0.8% | -25.9% | -25.9% |
| 3Y | +179.1% | +86.1% | +93.0% | +105.9% |
| 5Y | +243.3% | +100.2% | +143.1% | +145.1% |
| 10Y | +325.8% | +494.2% | -168.4% | +85.6% |
| All | +4,549.4% | +23,751.5% | -19,202.2% | +804.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling