+234.8%
RCL vs FTV
+2.3%
+232.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.7% |
| 7D | -5.1% | -4.5% | -0.6% | -1.5% |
| 30D | -19.0% | -7.1% | -11.9% | -14.1% |
| 3M | -9.6% | -7.2% | -2.4% | -4.8% |
| 6M | -6.7% | -1.5% | -5.2% | -7.1% |
| YTD | -3.9% | +3.5% | -7.4% | -9.6% |
| 1Y | -25.1% | +20.3% | -45.4% | -38.9% |
| 3Y | +179.1% | -3.1% | +182.2% | +173.3% |
| All | +234.8% | +2.3% | +232.5% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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