+350.2%
RCL vs RVTY
+140.1%
+210.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.9% |
| 7D | -0.5% | +0.4% | -0.8% | -0.7% |
| 30D | -17.3% | +10.8% | -28.2% | -21.5% |
| 3M | -2.8% | +26.8% | -29.5% | -13.7% |
| 6M | -4.4% | +39.3% | -43.7% | -19.1% |
| YTD | -4.2% | +31.6% | -35.8% | -17.7% |
| 1Y | -23.4% | +47.7% | -71.1% | -38.1% |
| 3Y | +179.4% | +19.9% | +159.5% | +139.0% |
| 5Y | +238.8% | -32.3% | +271.1% | +277.6% |
| 10Y | +350.2% | +138.4% | +211.8% | +122.4% |
| All | +350.2% | +140.1% | +210.1% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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