+707.4%
RCL vs VIG
+623.5%
+83.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.7% |
| 7D | -5.1% | -0.4% | -4.7% | -4.3% |
| 30D | -19.0% | -1.0% | -18.0% | -17.5% |
| 3M | -9.6% | +2.8% | -12.3% | -13.6% |
| 6M | -6.7% | +8.2% | -14.9% | -18.1% |
| YTD | -3.9% | +11.0% | -14.9% | -19.3% |
| 1Y | -25.1% | +16.1% | -41.2% | -41.8% |
| 3Y | +179.1% | +56.2% | +123.0% | +30.6% |
| 5Y | +243.3% | +63.0% | +180.3% | +54.8% |
| 10Y | +325.8% | +241.4% | +84.3% | -45.2% |
| All | +707.4% | +623.5% | +83.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling