+842.0%
RCL vs FXI
+210.6%
+631.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.5% |
| 7D | +5.0% | +4.4% | +0.6% | +2.2% |
| 30D | +19.4% | +1.2% | +18.2% | +18.5% |
| 3M | +5.9% | -4.2% | +10.1% | +8.5% |
| 6M | +23.8% | -6.2% | +30.0% | +28.2% |
| YTD | +22.8% | -8.8% | +31.6% | +29.8% |
| 1Y | +34.3% | -11.6% | +45.9% | +44.7% |
| 3Y | +276.4% | +45.1% | +231.3% | +173.7% |
| 5Y | +281.6% | -1.2% | +282.8% | +243.7% |
| 10Y | +379.0% | +20.1% | +358.9% | +281.1% |
| All | +842.0% | +210.6% | +631.4% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling