-23.4%
RCL vs FITB
+23.3%
-46.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -0.5% | +2.8% | -3.3% | -2.0% |
| 30D | -17.3% | -4.5% | -12.8% | -15.2% |
| 3M | -2.8% | +5.7% | -8.4% | -6.4% |
| 6M | -4.4% | +17.1% | -21.5% | -14.2% |
| YTD | -4.2% | +18.3% | -22.5% | -15.8% |
| 1Y | -23.4% | +23.9% | -47.3% | -37.0% |
| All | -23.4% | +23.3% | -46.7% | -37.0% |
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