+2,345.8%
RCL vs FTI
+1,715.2%
+630.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +5.0% | -4.3% | +9.3% | +6.9% |
| 30D | +19.4% | -8.0% | +27.4% | +23.0% |
| 3M | +5.9% | -8.0% | +14.0% | +8.3% |
| 6M | +23.8% | -8.7% | +32.5% | +25.0% |
| YTD | +22.8% | +43.9% | -21.1% | -0.2% |
| 1Y | +34.3% | +49.8% | -15.5% | +7.0% |
| 3Y | +276.4% | +211.7% | +64.7% | +104.3% |
| 5Y | +281.6% | +781.6% | -500.0% | +15.8% |
| 10Y | +379.0% | +180.2% | +198.8% | +105.5% |
| All | +2,345.8% | +1,715.2% | +630.6% | +322.6% |
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