+1,813.4%
RCL vs FTI
+2,165.1%
-351.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.1% | +5.3% | -10.4% | -7.3% |
| 30D | -19.0% | +15.3% | -34.3% | -24.4% |
| 3M | -9.6% | +15.8% | -25.3% | -16.7% |
| 6M | -6.7% | +22.6% | -29.3% | -17.2% |
| YTD | -3.9% | +79.5% | -83.5% | -28.6% |
| 1Y | -25.1% | +102.0% | -127.1% | -47.6% |
| 3Y | +179.1% | +315.8% | -136.7% | +33.1% |
| 5Y | +243.3% | +1,129.5% | -886.2% | -10.6% |
| 10Y | +325.8% | +320.9% | +4.8% | +53.2% |
| All | +1,813.4% | +2,165.1% | -351.7% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling