+379.0%
RCL vs FN
+837.6%
-458.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.9% | -8.9% | -0.4% |
| 7D | +5.0% | +16.3% | -11.3% | -0.8% |
| 30D | +19.4% | -24.7% | +44.1% | +27.3% |
| 3M | +5.9% | -34.9% | +40.9% | +16.4% |
| 6M | +23.8% | -41.1% | +64.9% | +36.0% |
| YTD | +22.8% | -19.6% | +42.4% | +17.3% |
| 1Y | +34.3% | -18.5% | +52.8% | +26.3% |
| 3Y | +276.4% | +119.1% | +157.3% | +118.8% |
| 5Y | +281.6% | +206.9% | +74.6% | +82.2% |
| 10Y | +379.0% | +826.4% | -447.4% | +63.2% |
| All | +379.0% | +837.6% | -458.6% | +63.2% |
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