+2,072.2%
RCL vs VIVK
-100.0%
+2,172.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.4% |
| 7D | -1.2% | -57.7% | +56.5% | -1.0% |
| 30D | +17.8% | -87.3% | +105.1% | +18.2% |
| 3M | +4.9% | -98.9% | +103.8% | +5.7% |
| 6M | +23.7% | -100.0% | +123.7% | +25.1% |
| YTD | +17.8% | -100.0% | +117.8% | +19.0% |
| 1Y | +28.9% | -100.0% | +128.9% | +30.7% |
| 3Y | +241.9% | -100.0% | +341.9% | +246.6% |
| 5Y | +295.4% | -100.0% | +395.4% | +301.2% |
| 10Y | +344.1% | -100.0% | +444.1% | +346.0% |
| All | +2,072.2% | -100.0% | +2,172.2% | +2,036.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling