+350.2%
RCL vs VMC
+149.2%
+201.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.9% |
| 7D | -0.5% | -0.5% | +0.1% | -0.1% |
| 30D | -17.3% | -9.1% | -8.2% | -11.7% |
| 3M | -2.8% | -4.1% | +1.4% | -0.4% |
| 6M | -4.4% | -5.5% | +1.1% | -0.7% |
| YTD | -4.2% | -8.9% | +4.7% | +1.3% |
| 1Y | -23.4% | -12.9% | -10.4% | -16.5% |
| 3Y | +179.4% | +22.1% | +157.3% | +132.5% |
| 5Y | +238.8% | +52.7% | +186.0% | +140.0% |
| 10Y | +350.2% | +152.7% | +197.4% | +134.6% |
| All | +350.2% | +149.2% | +201.0% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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