+274.2%
RCL vs FIS
-39.8%
+314.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.9% |
| 7D | +6.5% | -25.5% | +32.0% | +12.7% |
| 30D | +15.9% | -15.1% | +30.9% | +16.8% |
| 3M | +2.7% | -32.1% | +34.8% | +12.2% |
| 6M | +15.2% | -36.1% | +51.3% | +28.2% |
| YTD | +19.2% | -55.4% | +74.6% | +54.9% |
| 1Y | +31.6% | -53.9% | +85.5% | +68.4% |
| 3Y | +274.2% | -39.8% | +313.9% | +335.1% |
| All | +274.2% | -39.8% | +314.0% | +335.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling