+303.7%
RCL vs ROIV
+276.5%
+27.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -1.2% | +1.7% | -2.9% | -1.5% |
| 30D | +17.8% | +17.6% | +0.3% | +14.5% |
| 3M | +4.9% | +9.0% | -4.0% | +2.8% |
| 6M | +23.7% | +35.3% | -11.6% | +16.0% |
| YTD | +17.8% | +82.2% | -64.3% | +4.4% |
| 1Y | +28.9% | +92.3% | -63.3% | +13.1% |
| 3Y | +241.9% | +336.8% | -94.9% | +159.5% |
| 5Y | +295.4% | +370.6% | -75.2% | +155.7% |
| All | +303.7% | +276.5% | +27.2% | +159.0% |
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