+261.7%
RCL vs FND
+69.4%
+192.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | +7.7% | -1.2% | +3.2% |
| 30D | +15.9% | +11.9% | +4.0% | +10.2% |
| 3M | +2.7% | -14.6% | +17.2% | +8.9% |
| 6M | +15.2% | +0.5% | +14.8% | +12.8% |
| YTD | +19.2% | -15.8% | +35.1% | +24.8% |
| 1Y | +31.6% | -12.9% | +44.5% | +35.8% |
| 3Y | +274.2% | -34.2% | +308.3% | +303.8% |
| 5Y | +250.1% | -61.6% | +311.6% | +350.9% |
| All | +261.7% | +69.4% | +192.3% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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