+238.8%
RCL vs FOXA
+89.1%
+149.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.5% | -0.6% | +0.2% | -0.2% |
| 30D | -17.3% | +2.3% | -19.7% | -18.6% |
| 3M | -2.8% | -2.8% | +0.1% | -3.5% |
| 6M | -4.4% | +9.6% | -14.0% | -13.1% |
| YTD | -4.2% | -9.9% | +5.7% | -1.4% |
| 1Y | -23.4% | +5.4% | -28.7% | -29.7% |
| 3Y | +179.4% | +115.3% | +64.1% | +52.1% |
| 5Y | +238.8% | +93.1% | +145.7% | +92.9% |
| All | +238.8% | +89.1% | +149.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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