+360.5%
RCL vs RVTY
+219.6%
+140.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +19.4% | +1.7% | +17.7% | +17.8% |
| 3M | +9.8% | +36.8% | -27.0% | -6.5% |
| 6M | +28.6% | +60.1% | -31.5% | +0.9% |
| YTD | +22.2% | +64.0% | -41.8% | -6.4% |
| 1Y | +29.7% | +68.2% | -38.5% | -1.8% |
| 3Y | +265.3% | +88.8% | +176.5% | +150.6% |
| 5Y | +301.8% | -10.5% | +312.3% | +288.5% |
| 10Y | +360.5% | +219.7% | +140.8% | +97.2% |
| All | +360.5% | +219.6% | +140.9% | +97.2% |
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