+2,021.7%
RCL vs FE
+566.1%
+1,455.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +11.8% | +6.4% | +5.3% | +8.7% |
| 3M | -0.8% | -0.5% | -0.4% | -0.6% |
| 6M | +23.6% | +4.7% | +18.9% | +20.7% |
| YTD | +17.6% | +8.4% | +9.3% | +12.5% |
| 1Y | +28.3% | +7.2% | +21.0% | +23.1% |
| 3Y | +261.4% | +44.9% | +216.6% | +195.3% |
| 5Y | +245.3% | +46.3% | +199.0% | +178.0% |
| 10Y | +381.8% | +110.3% | +271.5% | +221.2% |
| All | +2,021.7% | +566.1% | +1,455.6% | +862.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling