+383.2%
RL vs INVH
+80.8%
+302.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | -2.9% | +2.1% | +0.5% |
| 30D | -7.8% | -6.9% | -0.9% | -4.9% |
| 3M | -4.0% | -2.7% | -1.3% | -3.1% |
| 6M | -1.9% | +8.2% | -10.1% | -5.8% |
| YTD | -0.2% | +4.5% | -4.6% | -2.9% |
| 1Y | +10.7% | -2.3% | +13.0% | +10.7% |
| 3Y | +210.8% | -7.3% | +218.0% | +213.4% |
| 5Y | +238.2% | -20.5% | +258.7% | +262.2% |
| All | +383.2% | +80.8% | +302.4% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling