+365.1%
RCL vs FE
+107.2%
+257.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +15.9% | +5.2% | +10.7% | +13.4% |
| 3M | +2.7% | 0.0% | +2.7% | +2.7% |
| 6M | +15.2% | +5.0% | +10.2% | +12.6% |
| YTD | +19.2% | +7.9% | +11.3% | +14.5% |
| 1Y | +31.6% | +6.3% | +25.3% | +27.0% |
| 3Y | +274.2% | +46.0% | +228.2% | +204.4% |
| 5Y | +250.1% | +45.6% | +204.4% | +181.8% |
| All | +365.1% | +107.2% | +257.9% | +303.2% |
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