+229.2%
RCL vs ROIV
+232.7%
-3.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -19.0% | +1.0% | -20.0% | -19.2% |
| 3M | -9.6% | +18.3% | -27.9% | -12.5% |
| 6M | -6.7% | +18.3% | -25.0% | -9.9% |
| YTD | -3.9% | +61.0% | -64.9% | -12.5% |
| 1Y | -25.1% | +177.9% | -203.0% | -38.1% |
| 3Y | +179.1% | +199.1% | -19.9% | +123.9% |
| 5Y | +243.3% | +250.7% | -7.4% | +132.0% |
| All | +229.2% | +232.7% | -3.4% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling