+292.2%
RCL vs FLUT
-52.1%
+344.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +17.8% | +9.3% | +8.6% | +13.7% |
| 3M | +4.9% | -17.5% | +22.4% | +11.2% |
| 6M | +23.7% | -14.6% | +38.3% | +26.9% |
| YTD | +17.8% | -62.3% | +80.1% | +68.2% |
| 1Y | +28.9% | -59.6% | +88.6% | +78.7% |
| 3Y | +241.9% | -45.3% | +287.2% | +302.5% |
| All | +292.2% | -52.1% | +344.3% | +354.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling