+320.8%
RCL vs ROIV
+287.3%
+33.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.2% |
| 7D | +5.0% | +13.3% | -8.4% | +2.6% |
| 30D | +19.4% | +14.8% | +4.6% | +16.4% |
| 3M | +5.9% | +11.9% | -6.0% | +3.3% |
| 6M | +23.8% | +42.4% | -18.6% | +15.0% |
| YTD | +22.8% | +87.4% | -64.6% | +8.3% |
| 1Y | +34.3% | +97.2% | -63.0% | +17.3% |
| 3Y | +276.4% | +375.7% | -99.2% | +182.0% |
| 5Y | +281.6% | +379.0% | -97.5% | +145.6% |
| All | +320.8% | +287.3% | +33.5% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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