+350.2%
RCL vs FDX
+178.0%
+172.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.4% |
| 7D | -0.5% | -3.3% | +2.9% | +1.6% |
| 30D | -17.3% | -1.4% | -16.0% | -16.8% |
| 3M | -2.8% | -4.5% | +1.8% | -0.4% |
| 6M | -4.4% | +9.4% | -13.8% | -10.6% |
| YTD | -4.2% | +36.0% | -40.2% | -22.1% |
| 1Y | -23.4% | +75.5% | -98.9% | -47.2% |
| 3Y | +179.4% | +62.8% | +116.6% | +89.8% |
| 5Y | +238.8% | +64.4% | +174.4% | +119.5% |
| 10Y | +350.2% | +175.5% | +174.7% | +96.3% |
| All | +350.2% | +178.0% | +172.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling