+180.6%
RCL vs FITB
+132.2%
+48.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | -19.0% | -4.7% | -14.3% | -16.4% |
| 3M | -9.6% | +6.7% | -16.3% | -13.8% |
| 6M | -6.7% | +12.6% | -19.2% | -14.5% |
| YTD | -3.9% | +19.1% | -23.0% | -15.9% |
| 1Y | -25.1% | +22.6% | -47.7% | -35.9% |
| All | +180.6% | +132.2% | +48.4% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling