+322.1%
RCL vs VSXY
+90.2%
+231.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.8% | +0.8% | -2.9% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | +14.4% | +17.8% | -3.4% | +10.2% |
| 3M | +5.2% | +12.5% | -7.3% | +1.7% |
| 6M | +26.1% | +124.7% | -98.6% | +0.6% |
| YTD | +17.4% | +93.2% | -75.8% | -3.6% |
| 1Y | +24.7% | +195.6% | -171.0% | -8.4% |
| 3Y | +250.9% | +434.6% | -183.7% | +100.3% |
| 5Y | +293.8% | +103.3% | +190.5% | +181.5% |
| All | +322.1% | +90.2% | +231.9% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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