+331.9%
RCL vs FIS
-53.2%
+385.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.8% |
| 7D | -1.2% | +2.8% | -4.0% | -3.0% |
| 30D | +17.8% | -16.7% | +34.6% | +24.5% |
| 3M | +4.9% | -32.3% | +37.2% | +24.7% |
| 6M | +23.7% | -29.1% | +52.8% | +41.3% |
| YTD | +17.8% | -54.1% | +72.0% | +74.4% |
| 1Y | +28.9% | -53.7% | +82.6% | +89.8% |
| 3Y | +241.9% | -38.8% | +280.7% | +301.6% |
| 5Y | +295.4% | -71.1% | +366.5% | +659.6% |
| All | +331.9% | -53.2% | +385.1% | +615.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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