+1,671.4%
RCL vs VIVK
-100.0%
+1,771.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.3% | +12.2% | -0.1% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -19.0% | -43.6% | +24.6% | -18.9% |
| 3M | -9.6% | -95.1% | +85.6% | -9.2% |
| 6M | -6.7% | -98.2% | +91.5% | -6.2% |
| YTD | -3.9% | -97.9% | +94.0% | -3.6% |
| 1Y | -25.1% | -100.0% | +74.9% | -24.4% |
| 3Y | +179.1% | -100.0% | +279.1% | +181.3% |
| 5Y | +243.3% | -100.0% | +343.3% | +246.0% |
| 10Y | +325.8% | -100.0% | +425.8% | +324.8% |
| All | +1,671.4% | -100.0% | +1,771.4% | +1,631.0% |
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 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