+4,549.4%
RCL vs FITB
+1,124.5%
+3,424.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | -19.0% | -4.7% | -14.3% | -17.3% |
| 3M | -9.6% | +6.7% | -16.3% | -12.3% |
| 6M | -6.7% | +12.6% | -19.2% | -11.7% |
| YTD | -3.9% | +19.1% | -23.0% | -11.6% |
| 1Y | -25.1% | +22.6% | -47.7% | -32.0% |
| 3Y | +179.1% | +127.1% | +52.0% | +92.7% |
| 5Y | +243.3% | +71.8% | +171.5% | +169.2% |
| 10Y | +325.8% | +287.2% | +38.6% | +150.3% |
| All | +4,549.4% | +1,124.5% | +3,424.9% | +1,570.2% |
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