+332.5%
RCL vs FGI
-68.3%
+400.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.2% | -1.4% |
| 7D | +0.6% | +6.9% | -6.3% | +0.5% |
| 30D | +19.4% | +3.9% | +15.5% | +19.3% |
| 3M | +9.8% | +74.3% | -64.5% | +8.2% |
| 6M | +28.6% | +28.9% | -0.3% | +27.0% |
| YTD | +22.2% | +39.1% | -17.0% | +19.9% |
| 1Y | +29.7% | +49.3% | -19.6% | +26.9% |
| 3Y | +265.3% | +5.7% | +259.6% | +255.6% |
| All | +332.5% | -68.3% | +400.8% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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