+240.6%
RL vs INVH
-21.7%
+262.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +2.9% | +1.2% | +1.8% | +2.4% |
| 3M | 0.0% | -10.4% | +10.4% | +4.9% |
| 6M | +17.1% | -3.6% | +20.7% | +18.5% |
| YTD | +10.1% | -0.1% | +10.2% | +9.0% |
| 1Y | +17.3% | -0.7% | +18.0% | +16.4% |
| 3Y | +249.3% | -4.6% | +253.9% | +245.0% |
| All | +240.6% | -21.7% | +262.3% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 5y: compounded portfolio wealth divided by compounded INVH 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…
5y analysis · Full analysis span regression · 6 months rolling