+206.1%
RCL vs INVH
+75.4%
+130.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.9% | -3.0% | +1.1% | +0.2% |
| 30D | -15.5% | -7.5% | -8.0% | -10.8% |
| 3M | -9.7% | -5.5% | -4.1% | -6.2% |
| 6M | -8.7% | +11.7% | -20.4% | -16.3% |
| YTD | -5.8% | +1.3% | -7.1% | -8.1% |
| 1Y | -24.5% | -6.1% | -18.4% | -22.1% |
| 3Y | +173.9% | -9.8% | +183.7% | +184.2% |
| 5Y | +228.0% | -19.7% | +247.7% | +267.7% |
| All | +206.1% | +75.4% | +130.8% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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