+331.9%
RCL vs FE
+126.1%
+205.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +17.8% | +4.5% | +13.3% | +15.7% |
| 3M | +4.9% | +1.3% | +3.6% | +4.3% |
| 6M | +23.7% | +8.7% | +15.1% | +19.1% |
| YTD | +17.8% | +9.2% | +8.6% | +12.5% |
| 1Y | +28.9% | +7.0% | +22.0% | +24.1% |
| 3Y | +241.9% | +51.4% | +190.5% | +173.0% |
| 5Y | +295.4% | +47.7% | +247.7% | +215.8% |
| All | +331.9% | +126.1% | +205.8% | +268.8% |
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