+234.8%
RCL vs FIVE
+31.2%
+203.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.0% |
| 7D | -5.1% | +4.3% | -9.4% | -6.6% |
| 30D | -19.0% | +12.5% | -31.5% | -22.7% |
| 3M | -9.6% | +31.2% | -40.8% | -18.8% |
| 6M | -6.7% | +14.4% | -21.1% | -12.6% |
| YTD | -3.9% | +33.9% | -37.8% | -15.3% |
| 1Y | -25.1% | +65.1% | -90.1% | -39.5% |
| 3Y | +179.1% | +49.0% | +130.1% | +118.8% |
| All | +234.8% | +31.2% | +203.6% | +163.5% |
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