+241.9%
RCL vs FRSH
-27.1%
+269.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | +4.6% | -5.8% | -2.2% |
| 30D | +17.8% | -7.5% | +25.3% | +19.1% |
| 3M | +4.9% | -0.1% | +5.0% | +4.0% |
| 6M | +23.7% | +54.5% | -30.8% | +9.8% |
| YTD | +17.8% | +3.4% | +14.4% | +14.4% |
| 1Y | +28.9% | +6.4% | +22.5% | +23.8% |
| 3Y | +241.9% | -26.3% | +268.1% | +271.3% |
| All | +241.9% | -27.1% | +269.0% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling