+229.5%
RL vs INVH
-19.5%
+249.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -0.3% | -2.3% | +2.0% | +0.7% |
| 30D | -17.5% | -5.7% | -11.8% | -15.4% |
| 3M | -14.0% | -4.5% | -9.5% | -12.5% |
| 6M | -2.0% | +11.0% | -12.9% | -7.1% |
| YTD | -4.6% | +3.7% | -8.3% | -7.0% |
| 1Y | +9.5% | -2.8% | +12.4% | +9.9% |
| 3Y | +200.5% | -7.1% | +207.6% | +202.0% |
| All | +229.5% | -19.5% | +249.0% | +257.4% |
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