+2,159.9%
RCL vs FLUT
+2,054.3%
+105.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | -5.1% | -1.6% | -3.4% | -4.9% |
| 30D | -19.0% | +7.7% | -26.8% | -19.8% |
| 3M | -9.6% | -0.7% | -8.9% | -9.9% |
| 6M | -6.7% | -11.2% | +4.5% | -5.9% |
| YTD | -3.9% | -53.4% | +49.5% | +4.3% |
| 1Y | -25.1% | -65.8% | +40.7% | -16.0% |
| 3Y | +179.1% | -44.9% | +224.0% | +196.9% |
| 5Y | +243.3% | -49.7% | +293.0% | +258.6% |
| 10Y | +325.8% | -9.7% | +335.5% | +333.7% |
| All | +2,159.9% | +2,054.3% | +105.7% | +2,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling