+3.9%
RCL vs FRMI
-91.8%
+95.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +13.8% | -17.7% | -3.9% |
| 7D | -0.2% | +34.6% | -34.9% | -0.3% |
| 30D | +14.4% | -44.6% | +59.0% | +14.7% |
| 3M | +5.2% | -72.9% | +78.1% | +5.5% |
| 6M | +26.1% | -62.3% | +88.5% | +27.1% |
| YTD | +17.4% | -74.3% | +91.6% | +18.0% |
| 1Y | +24.7% | -90.5% | +115.2% | +15.3% |
| All | +3.9% | -91.8% | +95.7% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling