+9.7%
RCL vs FRMI
-93.9%
+103.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.1% | +0.9% |
| 7D | +8.5% | -24.3% | +32.8% | +8.6% |
| 30D | +20.4% | -55.1% | +75.5% | +20.8% |
| 3M | +11.0% | -73.8% | +84.8% | +11.5% |
| 6M | +24.9% | -70.6% | +95.4% | +26.0% |
| YTD | +23.9% | -80.8% | +104.6% | +24.6% |
| 1Y | +30.8% | -93.9% | +124.7% | +18.5% |
| All | +9.7% | -93.9% | +103.6% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling