+290.7%
RCL vs FIVE
+17.0%
+273.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.4% |
| 7D | -0.2% | +2.4% | -2.7% | -1.1% |
| 30D | +14.4% | +15.8% | -1.5% | +8.4% |
| 3M | +5.2% | +3.8% | +1.4% | +3.3% |
| 6M | +26.1% | +18.5% | +7.6% | +16.4% |
| YTD | +17.4% | +31.2% | -13.9% | +3.9% |
| 1Y | +24.7% | +61.8% | -37.1% | +1.8% |
| 3Y | +250.9% | +39.9% | +211.1% | +184.8% |
| All | +290.7% | +17.0% | +273.7% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling