+10.7%
RL vs VICR
+272.1%
-261.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +1.7% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -7.8% | -13.9% | +6.2% | -7.0% |
| 3M | -4.0% | -38.4% | +34.4% | -1.6% |
| 6M | -1.9% | -7.2% | +5.3% | -6.7% |
| YTD | -0.2% | +72.0% | -72.2% | -8.2% |
| 1Y | +10.7% | +263.3% | -252.6% | -3.3% |
| All | +10.7% | +272.1% | -261.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling