+342.5%
RCL vs FTI
+297.7%
+44.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -2.2% | -2.3% | +0.1% | -1.2% |
| 30D | -15.7% | +5.0% | -20.7% | -17.7% |
| 3M | -8.0% | +13.8% | -21.8% | -14.6% |
| 6M | -10.1% | +22.9% | -33.0% | -20.5% |
| YTD | -5.9% | +75.0% | -80.9% | -29.6% |
| 1Y | -23.5% | +96.9% | -120.4% | -46.2% |
| 3Y | +174.4% | +276.7% | -102.3% | +34.6% |
| 5Y | +227.1% | +1,157.0% | -929.9% | -21.9% |
| 10Y | +342.5% | +310.7% | +31.8% | +31.0% |
| All | +342.5% | +297.7% | +44.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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