+379.0%
RCL vs VO
+206.8%
+172.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | -1.6% |
| 7D | +5.0% | -0.1% | +5.1% | +5.1% |
| 30D | +19.4% | +0.5% | +18.9% | +18.5% |
| 3M | +5.9% | -1.0% | +7.0% | +7.9% |
| 6M | +23.8% | +6.4% | +17.4% | +12.0% |
| YTD | +22.8% | +13.6% | +9.2% | +0.2% |
| 1Y | +34.3% | +14.5% | +19.8% | +8.4% |
| 3Y | +276.4% | +67.2% | +209.2% | +64.5% |
| 5Y | +281.6% | +36.1% | +245.5% | +148.1% |
| 10Y | +379.0% | +199.3% | +179.7% | +9.7% |
| All | +379.0% | +206.8% | +172.2% | +9.7% |
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