+331.5%
RCL vs FIVE
+478.4%
-146.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.5% |
| 7D | -5.1% | +4.3% | -9.4% | -7.1% |
| 30D | -19.0% | +12.5% | -31.5% | -23.7% |
| 3M | -9.6% | +31.2% | -40.8% | -21.2% |
| 6M | -6.7% | +14.4% | -21.1% | -14.4% |
| YTD | -3.9% | +33.9% | -37.8% | -18.4% |
| 1Y | -25.1% | +65.1% | -90.1% | -43.2% |
| 3Y | +179.1% | +49.0% | +130.1% | +96.6% |
| 5Y | +243.3% | +30.3% | +213.0% | +147.0% |
| All | +331.5% | +478.4% | -146.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling