+15.2%
RCL vs FIS
-37.0%
+52.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.3% |
| 7D | +6.5% | -25.5% | +32.0% | +5.7% |
| 30D | +15.9% | -15.1% | +30.9% | +12.5% |
| 3M | +2.7% | -32.1% | +34.8% | +4.8% |
| 6M | +15.2% | -36.1% | +51.3% | +16.8% |
| All | +15.2% | -37.0% | +52.2% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling