+331.2%
RCL vs VIVK
-100.0%
+431.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -2.5% | -9.5% | +7.0% | -2.4% |
| 30D | -15.7% | -35.1% | +19.4% | -15.4% |
| 3M | -3.6% | -93.4% | +89.7% | -1.9% |
| 6M | -8.7% | -98.0% | +89.3% | -6.6% |
| YTD | -6.2% | -97.9% | +91.7% | -4.6% |
| 1Y | -22.9% | -100.0% | +77.1% | -19.2% |
| 3Y | +173.6% | -100.0% | +273.6% | +184.2% |
| 5Y | +226.6% | -100.0% | +326.6% | +239.2% |
| All | +331.2% | -100.0% | +431.2% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling