+339.4%
RCL vs VSXY
+99.7%
+239.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +19.4% | +24.0% | -4.6% | +13.8% |
| 3M | +9.8% | +16.7% | -6.9% | +5.3% |
| 6M | +28.6% | +138.6% | -110.0% | +1.2% |
| YTD | +22.2% | +102.8% | -80.6% | -0.7% |
| 1Y | +29.7% | +214.2% | -184.4% | -6.0% |
| 3Y | +265.3% | +461.4% | -196.1% | +106.3% |
| 5Y | +301.8% | +118.3% | +183.5% | +184.3% |
| All | +339.4% | +99.7% | +239.7% | +214.7% |
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 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