+541.3%
RCL vs USFR
+27.5%
+513.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -5.1% | +0.1% | -5.1% | -5.1% |
| 30D | -19.0% | +0.3% | -19.3% | -19.1% |
| 3M | -9.6% | +1.0% | -10.6% | -10.1% |
| 6M | -6.7% | +1.9% | -8.6% | -7.7% |
| YTD | -3.9% | +2.6% | -6.5% | -5.4% |
| 1Y | -25.1% | +4.0% | -29.1% | -26.8% |
| 3Y | +179.1% | +14.1% | +165.0% | +158.4% |
| 5Y | +243.3% | +20.4% | +222.9% | +208.7% |
| 10Y | +325.8% | +28.0% | +297.8% | +274.7% |
| All | +541.3% | +27.5% | +513.7% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling