+318.6%
RCL vs ROIV
+298.6%
+20.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | +0.6% | +9.5% | -8.9% | -1.0% |
| 30D | +19.4% | +21.0% | -1.6% | +15.4% |
| 3M | +9.8% | +18.7% | -8.9% | +5.9% |
| 6M | +28.6% | +44.5% | -15.9% | +19.2% |
| YTD | +22.2% | +92.9% | -70.7% | +7.2% |
| 1Y | +29.7% | +100.2% | -70.5% | +13.0% |
| 3Y | +265.3% | +375.0% | -109.7% | +173.4% |
| 5Y | +301.8% | +435.2% | -133.4% | +157.1% |
| All | +318.6% | +298.6% | +20.0% | +165.8% |
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