+175.6%
RCL vs FIVE
+50.0%
+125.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.4% |
| 7D | -5.1% | +4.3% | -9.4% | -6.1% |
| 30D | -19.0% | +12.5% | -31.5% | -21.4% |
| 3M | -9.6% | +31.2% | -40.8% | -15.7% |
| 6M | -6.7% | +14.4% | -21.1% | -10.5% |
| YTD | -3.9% | +33.9% | -37.8% | -11.3% |
| 1Y | -25.1% | +65.1% | -90.1% | -34.4% |
| All | +175.6% | +50.0% | +125.5% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling