+28.9%
RCL vs FLUT
-63.2%
+92.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +17.8% | +9.3% | +8.6% | +15.8% |
| 3M | +4.9% | -17.5% | +22.4% | +8.8% |
| 6M | +23.7% | -14.6% | +38.3% | +24.9% |
| YTD | +17.8% | -62.3% | +80.1% | +66.7% |
| 1Y | +28.9% | -59.6% | +88.6% | +77.6% |
| All | +28.9% | -63.2% | +92.1% | +77.6% |
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