+233.1%
RCL vs FTI
+1,183.0%
-949.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -17.3% | +12.3% | -29.7% | -20.4% |
| 3M | -2.8% | +13.8% | -16.5% | -7.5% |
| 6M | -4.4% | +24.3% | -28.7% | -12.5% |
| YTD | -4.2% | +75.8% | -79.9% | -22.1% |
| 1Y | -23.4% | +99.6% | -123.0% | -40.6% |
| 3Y | +179.4% | +278.4% | -99.0% | +69.9% |
| All | +233.1% | +1,183.0% | -949.9% | +12.4% |
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