+345.6%
RCL vs FLEX
+1,001.7%
-656.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | -19.0% | -10.1% | -8.9% | -15.0% |
| 3M | -9.6% | -31.3% | +21.8% | +5.8% |
| 6M | -6.7% | +71.3% | -78.0% | -38.0% |
| YTD | -3.9% | +81.2% | -85.2% | -39.3% |
| 1Y | -25.1% | +98.5% | -123.6% | -56.4% |
| 3Y | +179.1% | +428.2% | -249.1% | -17.0% |
| 5Y | +243.3% | +657.3% | -414.0% | -19.5% |
| All | +345.6% | +1,001.7% | -656.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling