+918.4%
RCL vs VO
+797.8%
+120.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | +6.5% | -2.6% | +9.1% | +10.9% |
| 30D | +15.9% | -0.9% | +16.8% | +17.7% |
| 3M | +2.7% | -3.0% | +5.7% | +7.8% |
| 6M | +15.2% | +2.2% | +13.0% | +12.1% |
| YTD | +19.2% | +10.6% | +8.7% | +3.3% |
| 1Y | +31.6% | +12.5% | +19.1% | +11.2% |
| 3Y | +274.2% | +61.4% | +212.8% | +85.5% |
| 5Y | +250.1% | +33.4% | +216.7% | +146.1% |
| 10Y | +388.4% | +201.5% | +186.9% | +15.8% |
| All | +918.4% | +797.8% | +120.6% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling