+173.5%
RCL vs VIVK
-100.0%
+273.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.8% |
| 7D | -2.2% | -7.9% | +5.7% | -2.2% |
| 30D | -15.7% | -42.0% | +26.3% | -15.4% |
| 3M | -8.0% | -92.5% | +84.5% | -7.1% |
| 6M | -10.1% | -98.0% | +87.9% | -8.8% |
| YTD | -5.9% | -97.9% | +92.0% | -4.7% |
| 1Y | -23.5% | -100.0% | +76.5% | -20.4% |
| All | +173.5% | -100.0% | +273.5% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling