+3,398.7%
RCL vs FDS
+10,327.4%
-6,928.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.9% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | +15.9% | +20.2% | -4.3% | +6.9% |
| 3M | +2.7% | +19.9% | -17.2% | -6.3% |
| 6M | +15.2% | +56.2% | -40.9% | -8.6% |
| YTD | +19.2% | +14.6% | +4.7% | +5.8% |
| 1Y | +31.6% | +31.6% | 0.0% | +9.3% |
| 3Y | +274.2% | -23.8% | +298.0% | +291.2% |
| 5Y | +250.1% | -22.6% | +272.6% | +261.9% |
| 10Y | +388.4% | +139.3% | +249.1% | +200.8% |
| All | +3,398.7% | +10,327.4% | -6,928.7% | +621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling