+350.2%
RCL vs VO
+192.5%
+157.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.7% |
| 7D | -0.5% | +0.6% | -1.1% | -1.5% |
| 30D | -17.3% | -1.1% | -16.3% | -15.8% |
| 3M | -2.8% | +4.5% | -7.3% | -9.4% |
| 6M | -4.4% | +11.1% | -15.5% | -18.9% |
| YTD | -4.2% | +13.5% | -17.7% | -21.7% |
| 1Y | -23.4% | +14.5% | -37.9% | -38.0% |
| 3Y | +179.4% | +58.1% | +121.3% | +35.0% |
| 5Y | +238.8% | +43.3% | +195.5% | +102.0% |
| 10Y | +350.2% | +193.2% | +157.0% | +13.6% |
| All | +350.2% | +192.5% | +157.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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