+175.6%
RCL vs FDS
-27.9%
+203.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | -5.1% | -1.9% | -3.2% | -4.8% |
| 30D | -19.0% | +9.0% | -28.0% | -20.3% |
| 3M | -9.6% | +18.9% | -28.4% | -12.3% |
| 6M | -6.7% | +35.1% | -41.8% | -12.5% |
| YTD | -3.9% | +5.5% | -9.4% | -2.6% |
| 1Y | -25.1% | -16.8% | -8.3% | -15.7% |
| All | +175.6% | -27.9% | +203.5% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling