+32.0%
RCL vs FITB
+36.9%
-4.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +5.5% |
| 7D | +11.7% | +2.3% | +9.3% | +10.3% |
| 30D | +21.1% | +7.7% | +13.4% | +16.2% |
| 3M | +2.9% | -4.5% | +7.4% | +5.6% |
| 6M | +29.8% | +12.5% | +17.3% | +19.4% |
| YTD | +21.4% | +19.8% | +1.6% | +1.7% |
| 1Y | +32.0% | +34.1% | -2.1% | -2.2% |
| All | +32.0% | +36.9% | -4.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling