+234.8%
RCL vs FIS
-62.1%
+296.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -5.1% | +1.1% | -6.2% | -5.5% |
| 30D | -19.0% | -2.2% | -16.8% | -18.4% |
| 3M | -9.6% | +2.1% | -11.7% | -10.7% |
| 6M | -6.7% | -14.7% | +8.0% | -1.7% |
| YTD | -3.9% | -35.7% | +31.8% | +13.4% |
| 1Y | -25.1% | -37.1% | +12.0% | -10.9% |
| 3Y | +179.1% | -20.0% | +199.1% | +198.3% |
| All | +234.8% | -62.1% | +296.9% | +370.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling