+141.3%
RCL vs FOXA
+90.8%
+50.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +2.2% |
| 7D | -5.1% | -4.0% | -1.1% | -2.5% |
| 30D | -19.0% | +12.0% | -31.0% | -25.7% |
| 3M | -9.6% | +0.3% | -9.8% | -13.3% |
| 6M | -6.7% | +12.5% | -19.2% | -19.4% |
| YTD | -3.9% | -9.6% | +5.7% | -2.5% |
| 1Y | -25.1% | +8.6% | -33.7% | -34.9% |
| 3Y | +179.1% | +118.5% | +60.6% | +33.1% |
| 5Y | +243.3% | +88.8% | +154.6% | +81.2% |
| All | +141.3% | +90.8% | +50.5% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling