+274.2%
RCL vs FLEX
+254.3%
+19.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +0.1% |
| 7D | +6.5% | -19.3% | +25.8% | +11.9% |
| 30D | +15.9% | -41.5% | +57.4% | +32.7% |
| 3M | +2.7% | -43.1% | +45.8% | +17.9% |
| 6M | +15.2% | -48.2% | +63.4% | +33.6% |
| YTD | +19.2% | +15.5% | +3.8% | -0.6% |
| 1Y | +31.6% | +10.2% | +21.4% | +10.9% |
| 3Y | +274.2% | +256.8% | +17.4% | +103.6% |
| All | +274.2% | +254.3% | +19.8% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling