+650.8%
RCL vs VWO
+326.6%
+324.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | -0.5% | +0.9% | -1.4% | -1.3% |
| 30D | -17.3% | +1.3% | -18.6% | -18.4% |
| 3M | -2.8% | +5.1% | -7.9% | -7.6% |
| 6M | -4.4% | +12.5% | -16.9% | -14.5% |
| YTD | -4.2% | +14.0% | -18.2% | -15.5% |
| 1Y | -23.4% | +19.7% | -43.1% | -35.8% |
| 3Y | +179.4% | +66.8% | +112.6% | +68.0% |
| 5Y | +238.8% | +36.2% | +202.6% | +156.2% |
| 10Y | +350.2% | +111.0% | +239.2% | +142.3% |
| All | +650.8% | +326.6% | +324.1% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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