+30.8%
RCL vs FN
-24.2%
+55.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.6% | +1.4% |
| 7D | +8.5% | -4.1% | +12.6% | +8.7% |
| 30D | +20.4% | -28.3% | +48.7% | +24.6% |
| 3M | +11.0% | -33.9% | +44.9% | +15.0% |
| 6M | +24.9% | -43.9% | +68.8% | +31.4% |
| YTD | +23.9% | -23.4% | +47.3% | +23.3% |
| 1Y | +30.8% | -25.4% | +56.2% | +31.1% |
| All | +30.8% | -24.2% | +55.1% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling