+674.0%
RCL vs VYM
+490.3%
+183.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -17.3% | -1.3% | -16.1% | -15.4% |
| 3M | -2.8% | +4.1% | -6.8% | -9.1% |
| 6M | -4.4% | +9.8% | -14.2% | -18.2% |
| YTD | -4.2% | +15.3% | -19.5% | -24.7% |
| 1Y | -23.4% | +20.0% | -43.4% | -43.8% |
| 3Y | +179.4% | +66.2% | +113.1% | +18.2% |
| 5Y | +238.8% | +77.5% | +161.2% | +33.6% |
| 10Y | +350.2% | +201.7% | +148.5% | -18.8% |
| All | +674.0% | +490.3% | +183.8% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling