+331.9%
RCL vs VIAV
+291.8%
+40.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +2.6% |
| 7D | -1.2% | +7.9% | -9.1% | -4.6% |
| 30D | +17.8% | -20.3% | +38.2% | +25.9% |
| 3M | +4.9% | -28.5% | +33.5% | +14.8% |
| 6M | +23.7% | -42.7% | +66.4% | +42.3% |
| YTD | +17.8% | +72.4% | -54.6% | -28.0% |
| 1Y | +28.9% | +81.5% | -52.5% | -23.8% |
| 3Y | +241.9% | +293.8% | -52.0% | +16.4% |
| 5Y | +295.4% | +101.4% | +194.0% | +103.5% |
| All | +331.9% | +291.8% | +40.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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