+32.0%
RCL vs FRMI
-93.1%
+125.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -10.6% | +16.9% | +6.7% |
| 7D | +11.7% | -39.7% | +51.4% | +13.3% |
| 30D | +21.1% | -55.2% | +76.3% | +23.8% |
| 3M | +2.9% | -71.2% | +74.0% | +6.2% |
| 6M | +29.8% | -64.1% | +93.9% | +32.7% |
| YTD | +21.4% | -77.2% | +98.7% | +24.8% |
| 1Y | +32.0% | -93.2% | +125.2% | +38.1% |
| All | +32.0% | -93.1% | +125.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling