+292.2%
RCL vs FDS
-23.2%
+315.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | +17.8% | +14.8% | +3.0% | +13.1% |
| 3M | +4.9% | +16.3% | -11.3% | -0.3% |
| 6M | +23.7% | +66.2% | -42.5% | +2.1% |
| YTD | +17.8% | +16.2% | +1.6% | +11.9% |
| 1Y | +28.9% | +21.8% | +7.1% | +18.8% |
| 3Y | +241.9% | -23.9% | +265.8% | +305.2% |
| All | +292.2% | -23.2% | +315.4% | +340.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling