+2,351.6%
RCL vs FIS
+229.2%
+2,122.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.7% |
| 7D | +6.5% | -25.5% | +32.0% | +21.6% |
| 30D | +15.9% | -15.1% | +30.9% | +22.0% |
| 3M | +2.7% | -32.1% | +34.8% | +22.4% |
| 6M | +15.2% | -36.1% | +51.3% | +40.6% |
| YTD | +19.2% | -55.4% | +74.6% | +78.6% |
| 1Y | +31.6% | -53.9% | +85.5% | +93.2% |
| 3Y | +274.2% | -39.8% | +313.9% | +351.6% |
| 5Y | +250.1% | -71.1% | +321.2% | +520.8% |
| 10Y | +388.4% | -53.8% | +442.2% | +586.4% |
| All | +2,351.6% | +229.2% | +2,122.4% | +1,234.4% |
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