+379.0%
RCL vs FFIV
+132.4%
+246.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.7% |
| 7D | +5.0% | -2.1% | +7.1% | +6.1% |
| 30D | +19.4% | -33.8% | +53.2% | +47.8% |
| 3M | +5.9% | -20.6% | +26.5% | +16.0% |
| 6M | +23.8% | -10.2% | +34.0% | +23.5% |
| YTD | +22.8% | +24.5% | -1.7% | -3.8% |
| 1Y | +34.3% | +29.3% | +5.0% | +2.3% |
| 3Y | +276.4% | +103.8% | +172.6% | +105.3% |
| 5Y | +281.6% | +40.9% | +240.7% | +161.4% |
| 10Y | +379.0% | +126.6% | +252.4% | +102.7% |
| All | +379.0% | +132.4% | +246.6% | +102.7% |
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