+238.8%
RCL vs VMC
+52.4%
+186.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +1.0% |
| 7D | -0.5% | -0.5% | +0.1% | -0.1% |
| 30D | -17.3% | -9.1% | -8.2% | -11.3% |
| 3M | -2.8% | -4.1% | +1.4% | -0.3% |
| 6M | -4.4% | -5.5% | +1.1% | -0.6% |
| YTD | -4.2% | -8.9% | +4.7% | +1.2% |
| 1Y | -23.4% | -12.9% | -10.4% | -16.3% |
| 3Y | +179.4% | +22.1% | +157.3% | +120.8% |
| 5Y | +238.8% | +52.7% | +186.0% | +118.6% |
| All | +238.8% | +52.4% | +186.3% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling