+241.9%
RCL vs FXI
+39.4%
+202.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | +0.1% |
| 30D | +17.8% | -1.1% | +19.0% | +18.3% |
| 3M | +4.9% | -4.0% | +8.9% | +6.1% |
| 6M | +23.7% | -11.8% | +35.6% | +28.4% |
| YTD | +17.8% | -11.9% | +29.7% | +22.3% |
| 1Y | +28.9% | -16.1% | +45.0% | +35.3% |
| 3Y | +241.9% | +38.8% | +203.1% | +212.1% |
| All | +241.9% | +39.4% | +202.4% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling