+211.3%
RCL vs INVH
+79.7%
+131.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -0.5% | -3.1% | +2.7% | +1.8% |
| 30D | -17.3% | -7.1% | -10.3% | -13.0% |
| 3M | -2.8% | -3.0% | +0.2% | -0.9% |
| 6M | -4.4% | +10.1% | -14.5% | -11.4% |
| YTD | -4.2% | +3.8% | -8.0% | -8.1% |
| 1Y | -23.4% | -2.1% | -21.3% | -23.3% |
| 3Y | +179.4% | -7.0% | +186.4% | +183.7% |
| 5Y | +238.8% | -20.6% | +259.3% | +283.6% |
| All | +211.3% | +79.7% | +131.6% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling