-23.4%
RCL vs FIS
-40.6%
+17.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.4% |
| 7D | -0.5% | -3.5% | +3.0% | +0.4% |
| 30D | -17.3% | -7.8% | -9.5% | -15.5% |
| 3M | -2.8% | +0.8% | -3.6% | -3.2% |
| 6M | -4.4% | -21.9% | +17.5% | +3.6% |
| YTD | -4.2% | -39.5% | +35.3% | +16.9% |
| 1Y | -23.4% | -41.0% | +17.6% | -6.4% |
| All | -23.4% | -40.6% | +17.2% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling