+281.6%
RCL vs FLR
+116.5%
+165.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +0.4% |
| 7D | +5.0% | +8.5% | -3.6% | +2.1% |
| 30D | +19.4% | -0.7% | +20.1% | +19.3% |
| 3M | +5.9% | -11.7% | +17.6% | +9.5% |
| 6M | +23.8% | +16.2% | +7.6% | +15.2% |
| YTD | +22.8% | +27.0% | -4.2% | +10.0% |
| 1Y | +34.3% | +10.1% | +24.2% | +25.9% |
| 3Y | +276.4% | +46.2% | +230.3% | +189.7% |
| 5Y | +281.6% | +121.4% | +160.2% | +133.6% |
| All | +281.6% | +116.5% | +165.1% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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