+322.1%
RCL vs FGI
-70.6%
+392.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +6.5% | -7.0% | +13.5% | +6.6% |
| 30D | +15.9% | -4.2% | +20.1% | +15.9% |
| 3M | +2.7% | +55.6% | -52.9% | +1.3% |
| 6M | +15.2% | -3.2% | +18.4% | +14.3% |
| YTD | +19.2% | +29.1% | -9.9% | +17.1% |
| 1Y | +31.6% | +51.0% | -19.4% | +28.7% |
| 3Y | +274.2% | +1.5% | +272.7% | +263.4% |
| All | +322.1% | -70.6% | +392.7% | +322.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling