+292.2%
RCL vs RVTY
-15.1%
+307.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +17.8% | +1.5% | +16.3% | +16.6% |
| 3M | +4.9% | +31.5% | -26.5% | -6.9% |
| 6M | +23.7% | +62.7% | -38.9% | 0.0% |
| YTD | +17.8% | +60.0% | -42.2% | -5.2% |
| 1Y | +28.9% | +65.7% | -36.8% | +2.2% |
| 3Y | +241.9% | +85.2% | +156.7% | +152.6% |
| All | +292.2% | -15.1% | +307.3% | +264.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling