+238.8%
RCL vs FLR
+248.0%
-9.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.5% | +0.7% | -1.1% | -0.7% |
| 30D | -17.3% | -0.7% | -16.7% | -17.4% |
| 3M | -2.8% | +14.3% | -17.1% | -8.3% |
| 6M | -4.4% | +25.6% | -30.0% | -13.4% |
| YTD | -4.2% | +42.9% | -47.0% | -17.1% |
| 1Y | -23.4% | +38.7% | -62.1% | -33.6% |
| 3Y | +179.4% | +61.8% | +117.6% | +109.3% |
| 5Y | +238.8% | +254.1% | -15.3% | +80.0% |
| All | +238.8% | +248.0% | -9.2% | +80.0% |
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