+245.6%
RCL vs VSXY
+37.4%
+208.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | -5.1% | -14.0% | +8.9% | -2.1% |
| 30D | -19.0% | -15.9% | -3.1% | -16.2% |
| 3M | -9.6% | +3.4% | -13.0% | -10.9% |
| 6M | -6.7% | +25.9% | -32.6% | -14.9% |
| YTD | -3.9% | +39.5% | -43.4% | -14.8% |
| 1Y | -25.1% | +194.4% | -219.4% | -45.6% |
| 3Y | +179.1% | +281.4% | -102.3% | +70.6% |
| 5Y | +243.3% | +12.8% | +230.5% | +159.7% |
| All | +245.6% | +37.4% | +208.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling