+324.4%
RCL vs ROIV
+292.3%
+32.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +8.5% | +14.3% | -5.8% | +6.0% |
| 30D | +20.4% | +16.2% | +4.2% | +17.1% |
| 3M | +11.0% | +15.1% | -4.1% | +7.7% |
| 6M | +24.9% | +44.2% | -19.4% | +15.7% |
| YTD | +23.9% | +89.8% | -66.0% | +9.0% |
| 1Y | +30.8% | +94.6% | -63.7% | +14.5% |
| 3Y | +270.4% | +367.5% | -97.1% | +178.0% |
| 5Y | +296.1% | +421.4% | -125.3% | +154.2% |
| All | +324.4% | +292.3% | +32.1% | +170.3% |
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