+30.8%
RCL vs FGI
+45.2%
-14.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +8.5% | -4.1% | +12.6% | +8.6% |
| 30D | +20.4% | -3.4% | +23.8% | +20.4% |
| 3M | +11.0% | +61.8% | -50.8% | +9.8% |
| 6M | +24.9% | +17.0% | +7.8% | +23.9% |
| YTD | +23.9% | +31.4% | -7.5% | +23.2% |
| 1Y | +30.8% | +42.7% | -11.8% | +29.1% |
| All | +30.8% | +45.2% | -14.3% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling