+1,136.3%
RCL vs FN
+3,620.5%
-2,484.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.9% |
| 7D | -5.1% | -1.7% | -3.4% | -4.7% |
| 30D | -19.0% | -22.0% | +3.0% | -14.7% |
| 3M | -9.6% | -43.0% | +33.4% | +1.5% |
| 6M | -6.7% | -27.7% | +21.1% | -3.4% |
| YTD | -3.9% | -10.5% | +6.6% | -7.4% |
| 1Y | -25.1% | +12.5% | -37.6% | -33.3% |
| 3Y | +179.1% | +153.8% | +25.3% | +85.8% |
| 5Y | +243.3% | +288.0% | -44.7% | +97.7% |
| 10Y | +325.8% | +906.4% | -580.7% | +94.0% |
| All | +1,136.3% | +3,620.5% | -2,484.3% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling