+375.0%
RCL vs FTI
+178.7%
+196.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +8.5% | -3.3% | +11.8% | +10.0% |
| 30D | +20.4% | -7.2% | +27.6% | +23.6% |
| 3M | +11.0% | -12.9% | +23.9% | +16.5% |
| 6M | +24.9% | -7.9% | +32.7% | +25.5% |
| YTD | +23.9% | +45.2% | -21.3% | -0.4% |
| 1Y | +30.8% | +48.1% | -17.2% | +4.2% |
| 3Y | +270.4% | +205.0% | +65.4% | +99.0% |
| 5Y | +296.1% | +838.8% | -542.7% | +8.3% |
| 10Y | +375.0% | +174.8% | +200.2% | +45.9% |
| All | +375.0% | +178.7% | +196.4% | +45.9% |
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