+3,744.4%
RCL vs FLEX
+4,757.3%
-1,012.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | 0.0% |
| 7D | +6.5% | -19.3% | +25.8% | +12.7% |
| 30D | +15.9% | -41.5% | +57.4% | +34.2% |
| 3M | +2.7% | -43.1% | +45.8% | +19.2% |
| 6M | +15.2% | -48.2% | +63.4% | +35.0% |
| YTD | +19.2% | +15.5% | +3.8% | +5.3% |
| 1Y | +31.6% | +10.2% | +21.4% | +17.3% |
| 3Y | +274.2% | +256.8% | +17.4% | +125.6% |
| 5Y | +250.1% | +408.2% | -158.1% | +91.6% |
| 10Y | +388.4% | +580.8% | -192.4% | +139.2% |
| All | +3,744.4% | +4,757.3% | -1,012.9% | +1,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling