+851.7%
RCL vs VYM
+498.6%
+353.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | -1.2% | +3.7% | -4.9% | -7.3% |
| 30D | +17.8% | +3.7% | +14.2% | +10.7% |
| 3M | +4.9% | -0.7% | +5.7% | +6.4% |
| 6M | +23.7% | +7.2% | +16.5% | +9.8% |
| YTD | +17.8% | +16.9% | +0.9% | -9.7% |
| 1Y | +28.9% | +19.6% | +9.3% | -4.9% |
| 3Y | +241.9% | +74.6% | +167.3% | +32.7% |
| 5Y | +295.4% | +72.3% | +223.1% | +64.4% |
| 10Y | +344.1% | +206.5% | +137.6% | -21.9% |
| All | +851.7% | +498.6% | +353.0% | -39.7% |
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