+1,462.0%
RCL vs FIVE
+826.1%
+635.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.1% | -1.4% |
| 7D | +3.9% | -1.7% | +5.7% | +4.7% |
| 30D | +11.8% | +14.9% | -3.2% | +5.7% |
| 3M | -0.8% | +7.6% | -8.5% | -4.4% |
| 6M | +23.6% | +6.4% | +17.2% | +18.4% |
| YTD | +17.6% | +28.1% | -10.5% | +4.0% |
| 1Y | +28.3% | +54.7% | -26.4% | +4.9% |
| 3Y | +261.4% | +36.1% | +225.4% | +179.7% |
| 5Y | +245.3% | +14.9% | +230.4% | +178.2% |
| 10Y | +381.8% | +578.8% | -197.0% | +128.6% |
| All | +1,462.0% | +826.1% | +635.8% | +611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling