+5,669.9%
RCL vs FITB
+1,093.5%
+4,576.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.7% |
| 7D | +6.5% | -1.5% | +8.0% | +7.3% |
| 30D | +15.9% | +5.8% | +10.1% | +13.1% |
| 3M | +2.7% | -6.1% | +8.8% | +5.6% |
| 6M | +15.2% | +5.9% | +9.3% | +12.0% |
| YTD | +19.2% | +16.1% | +3.1% | +11.0% |
| 1Y | +31.6% | +28.8% | +2.8% | +17.1% |
| 3Y | +274.2% | +126.0% | +148.2% | +159.5% |
| 5Y | +250.1% | +45.3% | +204.8% | +195.4% |
| 10Y | +388.4% | +255.4% | +133.0% | +197.2% |
| All | +5,669.9% | +1,093.5% | +4,576.4% | +1,997.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling