+1,875.5%
RCL vs FIS
+374.5%
+1,501.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -5.1% | +1.1% | -6.2% | -5.7% |
| 30D | -19.0% | -2.2% | -16.8% | -18.1% |
| 3M | -9.6% | +2.1% | -11.7% | -11.5% |
| 6M | -6.7% | -14.7% | +8.0% | +0.3% |
| YTD | -3.9% | -35.7% | +31.8% | +21.9% |
| 1Y | -25.1% | -37.1% | +12.0% | -4.0% |
| 3Y | +179.1% | -20.0% | +199.1% | +200.0% |
| 5Y | +243.3% | -62.1% | +305.4% | +445.7% |
| 10Y | +325.8% | -37.4% | +363.2% | +424.9% |
| All | +1,875.5% | +374.5% | +1,501.0% | +810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling