+254.5%
RCL vs FFIV
+102.3%
+152.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.7% |
| 7D | +0.6% | -2.9% | +3.6% | +1.6% |
| 30D | +19.4% | -32.4% | +51.8% | +35.6% |
| 3M | +9.8% | -22.7% | +32.5% | +17.1% |
| 6M | +28.6% | -10.7% | +39.3% | +26.7% |
| YTD | +22.2% | +25.4% | -3.2% | -2.2% |
| 1Y | +29.7% | +34.2% | -4.4% | -0.7% |
| All | +254.5% | +102.3% | +152.2% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling