+296.1%
RCL vs FN
+194.7%
+101.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.6% | +2.0% |
| 7D | +8.5% | -4.1% | +12.6% | +8.9% |
| 30D | +20.4% | -28.3% | +48.7% | +28.6% |
| 3M | +11.0% | -33.9% | +44.9% | +19.5% |
| 6M | +24.9% | -43.9% | +68.8% | +36.9% |
| YTD | +23.9% | -23.4% | +47.3% | +20.4% |
| 1Y | +30.8% | -25.4% | +56.2% | +27.1% |
| 3Y | +270.4% | +107.9% | +162.5% | +123.6% |
| 5Y | +296.1% | +195.1% | +101.0% | +63.1% |
| All | +296.1% | +194.7% | +101.4% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling