+226.6%
RCL vs ITOT
+71.8%
+154.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.8% |
| 7D | -2.5% | -2.0% | -0.4% | +0.9% |
| 30D | -15.7% | -2.0% | -13.7% | -12.9% |
| 3M | -3.6% | +4.5% | -8.2% | -10.5% |
| 6M | -8.7% | +12.6% | -21.3% | -24.3% |
| YTD | -6.2% | +12.0% | -18.2% | -21.4% |
| 1Y | -22.9% | +17.3% | -40.1% | -40.2% |
| 3Y | +173.6% | +75.2% | +98.3% | +11.3% |
| 5Y | +226.6% | +74.0% | +152.5% | +40.8% |
| All | +226.6% | +71.8% | +154.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling