+28.9%
RCL vs FIS
-53.6%
+82.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.1% |
| 7D | -1.2% | +2.8% | -4.0% | -1.3% |
| 30D | +17.8% | -16.7% | +34.6% | +17.2% |
| 3M | +4.9% | -32.3% | +37.2% | +10.5% |
| 6M | +23.7% | -29.1% | +52.8% | +28.2% |
| YTD | +17.8% | -54.1% | +72.0% | +54.8% |
| 1Y | +28.9% | -53.7% | +82.6% | +67.7% |
| All | +28.9% | -53.6% | +82.5% | +67.7% |
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