+379.0%
RCL vs FITB
+247.7%
+131.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.0% |
| 7D | +5.0% | -1.1% | +6.1% | +6.0% |
| 30D | +19.4% | +7.3% | +12.0% | +13.0% |
| 3M | +5.9% | -4.0% | +9.9% | +9.2% |
| 6M | +23.8% | +11.9% | +11.9% | +12.1% |
| YTD | +22.8% | +19.0% | +3.8% | +5.1% |
| 1Y | +34.3% | +31.0% | +3.2% | +6.4% |
| 3Y | +276.4% | +143.8% | +132.6% | +76.0% |
| 5Y | +281.6% | +48.9% | +232.7% | +161.0% |
| 10Y | +379.0% | +236.6% | +142.4% | +74.7% |
| All | +379.0% | +247.7% | +131.3% | +74.7% |
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