+245.3%
RCL vs FN
+148.3%
+97.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.2% | +11.1% | +0.2% |
| 7D | +3.9% | -16.0% | +19.9% | +7.4% |
| 30D | +11.8% | -40.1% | +51.9% | +24.8% |
| 3M | -0.8% | -43.9% | +43.1% | +11.2% |
| 6M | +23.6% | -55.6% | +79.3% | +44.1% |
| YTD | +17.6% | -35.7% | +53.3% | +19.5% |
| 1Y | +28.3% | -39.8% | +68.1% | +31.8% |
| 3Y | +261.4% | +80.3% | +181.2% | +124.6% |
| 5Y | +245.3% | +143.3% | +102.0% | +51.1% |
| All | +245.3% | +148.3% | +97.1% | +51.1% |
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