+1,754.5%
RCL vs FLR
+603.8%
+1,150.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -5.1% | +5.4% | -10.5% | -7.2% |
| 30D | -19.0% | +11.4% | -30.4% | -23.4% |
| 3M | -9.6% | +11.4% | -21.0% | -15.2% |
| 6M | -6.7% | +16.6% | -23.3% | -14.9% |
| YTD | -3.9% | +41.7% | -45.6% | -19.5% |
| 1Y | -25.1% | +35.4% | -60.5% | -36.7% |
| 3Y | +179.1% | +57.3% | +121.8% | +105.9% |
| 5Y | +243.3% | +241.0% | +2.3% | +72.5% |
| 10Y | +325.8% | +16.6% | +309.1% | +162.9% |
| All | +1,754.5% | +603.8% | +1,150.7% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling