+32.0%
RCL vs FLUT
-63.1%
+95.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +6.8% |
| 7D | +11.7% | +4.2% | +7.5% | +10.8% |
| 30D | +21.1% | +8.0% | +13.1% | +19.1% |
| 3M | +2.9% | -22.1% | +25.0% | +8.1% |
| 6M | +29.8% | -21.7% | +51.5% | +35.6% |
| YTD | +21.4% | -62.0% | +83.4% | +63.1% |
| 1Y | +32.0% | -63.2% | +95.2% | +78.7% |
| All | +32.0% | -63.1% | +95.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling