+240.1%
RCL vs FGI
-70.4%
+310.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | -19.0% | +65.4% | -84.4% | -20.1% |
| 3M | -9.6% | +23.5% | -33.1% | -10.5% |
| 6M | -6.7% | +60.5% | -67.2% | -8.5% |
| YTD | -3.9% | +30.0% | -33.9% | -5.5% |
| 1Y | -25.1% | +82.1% | -107.2% | -27.3% |
| 3Y | +179.1% | -4.4% | +183.5% | +172.5% |
| All | +240.1% | -70.4% | +310.5% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling