+30.8%
RCL vs FTI
+49.9%
-19.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.0% |
| 7D | +8.5% | -3.3% | +11.8% | +8.0% |
| 30D | +20.4% | -7.2% | +27.6% | +19.4% |
| 3M | +11.0% | -12.9% | +23.9% | +9.7% |
| 6M | +24.9% | -7.9% | +32.7% | +23.0% |
| YTD | +23.9% | +45.2% | -21.3% | -2.4% |
| 1Y | +30.8% | +48.1% | -17.2% | +1.2% |
| All | +30.8% | +49.9% | -19.1% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling