+281.6%
RCL vs FTI
+771.0%
-489.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +5.0% | -4.3% | +9.3% | +6.2% |
| 30D | +19.4% | -8.0% | +27.4% | +21.8% |
| 3M | +5.9% | -8.0% | +14.0% | +7.4% |
| 6M | +23.8% | -8.7% | +32.5% | +24.5% |
| YTD | +22.8% | +43.9% | -21.1% | +4.8% |
| 1Y | +34.3% | +49.8% | -15.5% | +12.9% |
| 3Y | +276.4% | +211.7% | +64.7% | +139.5% |
| 5Y | +281.6% | +781.6% | -500.0% | +48.6% |
| All | +281.6% | +771.0% | -489.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling