-18.0%
RCL vs FPS
+24.3%
-42.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.8% |
| 7D | -0.5% | +10.4% | -10.8% | -2.1% |
| 30D | -17.3% | -16.5% | -0.8% | -15.0% |
| 3M | -2.8% | -45.5% | +42.8% | +9.2% |
| 6M | -4.4% | +2.1% | -6.5% | -6.6% |
| All | -18.0% | +24.3% | -42.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling