+1,413.4%
RCL vs FN
+2,575.5%
-1,162.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.2% | +11.1% | +0.4% |
| 7D | +3.9% | -16.0% | +19.9% | +7.5% |
| 30D | +11.8% | -40.1% | +51.9% | +25.1% |
| 3M | -0.8% | -43.9% | +43.1% | +11.5% |
| 6M | +23.6% | -55.6% | +79.3% | +44.1% |
| YTD | +17.6% | -35.7% | +53.3% | +21.0% |
| 1Y | +28.3% | -39.8% | +68.1% | +33.2% |
| 3Y | +261.4% | +80.3% | +181.2% | +158.0% |
| 5Y | +245.3% | +143.3% | +102.0% | +120.4% |
| 10Y | +381.8% | +682.3% | -300.5% | +132.0% |
| All | +1,413.4% | +2,575.5% | -1,162.1% | +468.5% |
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