-22.6%
RCL vs VSXY
+199.3%
-221.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | -2.2% | -10.7% | +8.5% | -0.8% |
| 30D | -15.7% | -24.3% | +8.6% | -12.6% |
| 3M | -8.0% | +1.0% | -9.0% | -8.4% |
| 6M | -10.1% | +57.4% | -67.5% | -18.4% |
| YTD | -5.9% | +39.8% | -45.7% | -12.1% |
| All | -22.6% | +199.3% | -221.9% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling