+331.5%
RCL vs FE
+115.1%
+216.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -5.1% | +1.9% | -7.0% | -5.8% |
| 30D | -19.0% | -1.2% | -17.8% | -18.6% |
| 3M | -9.6% | +3.5% | -13.1% | -11.0% |
| 6M | -6.7% | -6.1% | -0.6% | -4.6% |
| YTD | -3.9% | +7.6% | -11.5% | -7.6% |
| 1Y | -25.1% | +11.9% | -37.0% | -29.3% |
| 3Y | +179.1% | +48.4% | +130.7% | +125.6% |
| 5Y | +243.3% | +44.8% | +198.5% | +177.8% |
| All | +331.5% | +115.1% | +216.4% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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