+30.8%
RCL vs FXI
-13.7%
+44.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +8.5% | +3.7% | +4.8% | +5.9% |
| 30D | +20.4% | +0.5% | +19.9% | +19.8% |
| 3M | +11.0% | -5.7% | +16.7% | +15.6% |
| 6M | +24.9% | -6.9% | +31.8% | +33.4% |
| YTD | +23.9% | -9.5% | +33.3% | +36.3% |
| 1Y | +30.8% | -14.0% | +44.8% | +47.2% |
| All | +30.8% | -13.7% | +44.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling