+380.4%
RCL vs FDX
+153.7%
+226.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +3.1% |
| 7D | +6.5% | -1.6% | +8.1% | +7.7% |
| 30D | +15.9% | +6.6% | +9.3% | +11.4% |
| 3M | +2.7% | -2.1% | +4.7% | +3.5% |
| 6M | +15.2% | +2.2% | +13.1% | +12.7% |
| YTD | +19.2% | +33.9% | -14.7% | -2.5% |
| 1Y | +31.6% | +50.2% | -18.6% | -0.1% |
| 3Y | +274.2% | +65.5% | +208.7% | +150.2% |
| 5Y | +250.1% | +74.1% | +176.0% | +118.0% |
| All | +380.4% | +153.7% | +226.7% | +93.2% |
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