+60.5%
VZ vs RCL
+326.6%
-266.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | -5.1% | +5.2% | +0.3% |
| 30D | +7.9% | -19.0% | +26.9% | +8.7% |
| 3M | +13.6% | -9.6% | +23.2% | +14.0% |
| 6M | +1.1% | -6.7% | +7.8% | +1.2% |
| YTD | +29.3% | -3.9% | +33.2% | +28.9% |
| 1Y | +21.2% | -25.1% | +46.3% | +22.1% |
| 3Y | +75.9% | +179.1% | -103.2% | +64.5% |
| 5Y | +24.1% | +243.3% | -219.2% | +13.1% |
| All | +60.5% | +326.6% | -266.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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