+212.1%
RCL vs FRSH
-72.6%
+284.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.5% | -11.2% | +8.7% | +0.9% |
| 30D | -15.7% | -0.8% | -14.8% | -15.8% |
| 3M | -3.6% | +26.4% | -30.0% | -10.9% |
| 6M | -8.7% | +48.4% | -57.0% | -20.4% |
| YTD | -6.2% | -3.1% | -3.1% | -8.0% |
| 1Y | -22.9% | -8.7% | -14.2% | -23.2% |
| 3Y | +173.6% | -45.8% | +219.4% | +207.3% |
| All | +212.1% | -72.6% | +284.7% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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