+333.1%
RCL vs VICR
+1,679.8%
-1,346.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -2.0% |
| 7D | -1.9% | +5.0% | -6.9% | -3.1% |
| 30D | -15.5% | -12.5% | -3.1% | -13.7% |
| 3M | -9.7% | -33.6% | +23.9% | -4.0% |
| 6M | -8.7% | +10.7% | -19.4% | -16.4% |
| YTD | -5.8% | +80.6% | -86.3% | -23.8% |
| 1Y | -24.5% | +288.4% | -312.8% | -50.0% |
| 3Y | +173.9% | +213.8% | -39.9% | +75.7% |
| 5Y | +228.0% | +58.8% | +169.1% | +123.4% |
| All | +333.1% | +1,679.8% | -1,346.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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