+274.2%
RCL vs FIVE
+34.8%
+239.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +15.9% | +17.7% | -1.8% | +11.5% |
| 3M | +2.7% | +4.0% | -1.3% | +1.5% |
| 6M | +15.2% | +2.6% | +12.6% | +13.6% |
| YTD | +19.2% | +27.6% | -8.3% | +11.4% |
| 1Y | +31.6% | +59.9% | -28.3% | +16.6% |
| 3Y | +274.2% | +35.8% | +238.4% | +196.9% |
| All | +274.2% | +34.8% | +239.3% | +196.9% |
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