+350.2%
RCL vs FITB
+285.0%
+65.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | -0.5% | +2.8% | -3.3% | -2.7% |
| 30D | -17.3% | -4.5% | -12.8% | -14.4% |
| 3M | -2.8% | +5.7% | -8.4% | -7.4% |
| 6M | -4.4% | +17.1% | -21.5% | -16.4% |
| YTD | -4.2% | +18.3% | -22.5% | -17.5% |
| 1Y | -23.4% | +23.9% | -47.3% | -36.7% |
| 3Y | +179.4% | +131.1% | +48.3% | +36.2% |
| 5Y | +238.8% | +71.1% | +167.7% | +105.9% |
| 10Y | +350.2% | +283.9% | +66.3% | +59.2% |
| All | +350.2% | +285.0% | +65.2% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling