+687.0%
RCL vs VNQ
+392.1%
+295.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -17.3% | -2.5% | -14.8% | -15.4% |
| 3M | -2.8% | +1.4% | -4.1% | -4.1% |
| 6M | -4.4% | +4.6% | -8.9% | -8.1% |
| YTD | -4.2% | +10.5% | -14.7% | -12.4% |
| 1Y | -23.4% | +8.4% | -31.8% | -28.5% |
| 3Y | +179.4% | +32.4% | +147.0% | +115.5% |
| 5Y | +238.8% | +5.5% | +233.3% | +228.0% |
| 10Y | +350.2% | +59.1% | +291.1% | +231.5% |
| All | +687.0% | +392.1% | +295.0% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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