+234.8%
RCL vs FFIV
+91.3%
+143.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | -19.0% | -5.1% | -13.9% | -17.0% |
| 3M | -9.6% | -4.5% | -5.1% | -8.4% |
| 6M | -6.7% | +36.5% | -43.2% | -24.7% |
| YTD | -3.9% | +53.0% | -56.9% | -29.3% |
| 1Y | -25.1% | +24.2% | -49.3% | -37.1% |
| 3Y | +179.1% | +137.2% | +41.9% | +49.9% |
| All | +234.8% | +91.3% | +143.5% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling