+331.9%
RCL vs FN
+700.1%
-368.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +2.5% |
| 7D | -1.2% | +0.3% | -1.4% | -1.6% |
| 30D | +17.8% | -16.5% | +34.4% | +21.7% |
| 3M | +4.9% | -42.1% | +47.0% | +19.1% |
| 6M | +23.7% | -52.9% | +76.6% | +45.5% |
| YTD | +17.8% | -28.0% | +45.8% | +15.8% |
| 1Y | +28.9% | -18.5% | +47.4% | +20.3% |
| 3Y | +241.9% | +93.9% | +148.0% | +105.6% |
| 5Y | +295.4% | +170.5% | +124.9% | +95.7% |
| All | +331.9% | +700.1% | -368.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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