+380.4%
RCL vs FFIV
+126.1%
+254.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +6.5% | -8.1% | +14.6% | +11.5% |
| 30D | +15.9% | -33.4% | +49.3% | +42.7% |
| 3M | +2.7% | -24.7% | +27.4% | +16.0% |
| 6M | +15.2% | -8.8% | +24.1% | +13.5% |
| YTD | +19.2% | +21.8% | -2.5% | -5.4% |
| 1Y | +31.6% | +25.3% | +6.3% | +2.1% |
| 3Y | +274.2% | +101.2% | +173.0% | +105.3% |
| 5Y | +250.1% | +40.2% | +209.9% | +139.9% |
| All | +380.4% | +126.1% | +254.4% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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