+32.0%
RCL vs VIVK
-100.0%
+132.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -27.5% | +33.8% | +6.4% |
| 7D | +11.7% | -68.7% | +80.3% | +12.2% |
| 30D | +21.1% | -90.0% | +111.2% | +22.4% |
| 3M | +2.9% | -98.1% | +100.9% | +4.6% |
| 6M | +29.8% | -99.9% | +129.7% | +33.8% |
| YTD | +21.4% | -99.9% | +121.3% | +24.9% |
| 1Y | +32.0% | -100.0% | +132.0% | +52.0% |
| All | +32.0% | -100.0% | +132.0% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling