+331.2%
RCL vs USFR
+28.0%
+303.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +0.1% | -2.5% | -2.6% |
| 30D | -15.7% | +0.3% | -16.0% | -16.1% |
| 3M | -3.6% | +1.0% | -4.6% | -5.0% |
| 6M | -8.7% | +1.9% | -10.6% | -11.3% |
| YTD | -6.2% | +2.7% | -8.8% | -9.9% |
| 1Y | -22.9% | +4.0% | -26.9% | -27.5% |
| 3Y | +173.6% | +14.1% | +159.5% | +122.4% |
| 5Y | +226.6% | +20.5% | +206.1% | +144.8% |
| All | +331.2% | +28.0% | +303.2% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling