+333.1%
RCL vs VYM
+209.2%
+123.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -0.5% |
| 30D | -15.5% | -2.2% | -13.3% | -12.0% |
| 3M | -9.7% | +3.1% | -12.7% | -14.4% |
| 6M | -8.7% | +9.7% | -18.5% | -22.0% |
| YTD | -5.8% | +14.9% | -20.6% | -25.7% |
| 1Y | -24.5% | +17.6% | -42.0% | -42.7% |
| 3Y | +173.9% | +65.3% | +108.6% | +16.0% |
| 5Y | +228.0% | +78.7% | +149.3% | +26.6% |
| All | +333.1% | +209.2% | +123.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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