+180.6%
RCL vs FTI
+295.6%
-115.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -5.1% | +5.3% | -10.4% | -6.3% |
| 30D | -19.0% | +15.3% | -34.3% | -21.9% |
| 3M | -9.6% | +15.8% | -25.3% | -13.5% |
| 6M | -6.7% | +22.6% | -29.3% | -13.2% |
| YTD | -3.9% | +79.5% | -83.5% | -21.1% |
| 1Y | -25.1% | +102.0% | -127.1% | -40.9% |
| All | +180.6% | +295.6% | -115.0% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling