+274.2%
RCL vs FLUT
-52.0%
+326.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +6.5% | -1.1% | +7.6% | +6.8% |
| 30D | +15.9% | +7.7% | +8.2% | +12.9% |
| 3M | +2.7% | -12.2% | +14.8% | +5.6% |
| 6M | +15.2% | -17.6% | +32.8% | +19.3% |
| YTD | +19.2% | -62.0% | +81.2% | +64.9% |
| 1Y | +31.6% | -62.3% | +93.9% | +81.4% |
| 3Y | +274.2% | -52.0% | +326.1% | +398.9% |
| All | +274.2% | -52.0% | +326.1% | +398.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling