+234.8%
RCL vs FITB
+71.5%
+163.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.2% |
| 3M | -9.6% | +6.7% | -16.3% | -14.1% |
| 6M | -6.7% | +12.6% | -19.2% | -14.9% |
| YTD | -3.9% | +19.1% | -23.0% | -16.5% |
| 1Y | -25.1% | +22.6% | -47.7% | -36.4% |
| 3Y | +179.1% | +127.1% | +52.0% | +49.6% |
| All | +234.8% | +71.5% | +163.3% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling