+350.2%
RCL vs FLUT
-9.2%
+359.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | -0.5% | +3.8% | -4.3% | -1.5% |
| 30D | -17.3% | +6.3% | -23.6% | -19.0% |
| 3M | -2.8% | -4.0% | +1.3% | -2.7% |
| 6M | -4.4% | -10.3% | +5.9% | -3.0% |
| YTD | -4.2% | -53.2% | +49.0% | +16.2% |
| 1Y | -23.4% | -65.0% | +41.7% | +0.2% |
| 3Y | +179.4% | -43.9% | +223.3% | +218.0% |
| 5Y | +238.8% | -49.2% | +288.0% | +264.9% |
| 10Y | +350.2% | -9.2% | +359.4% | +366.2% |
| All | +350.2% | -9.2% | +359.4% | +366.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling