+210.9%
RL vs VICR
+201.6%
+9.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.5% |
| 7D | +1.9% | +9.8% | -8.0% | +0.5% |
| 30D | -12.2% | -12.6% | +0.4% | -11.0% |
| 3M | -6.6% | -29.7% | +23.1% | -3.9% |
| 6M | +3.2% | +18.8% | -15.7% | -5.7% |
| YTD | -1.3% | +76.4% | -77.7% | -16.8% |
| 1Y | +13.6% | +282.4% | -268.8% | -18.9% |
| 3Y | +210.9% | +206.2% | +4.7% | +117.3% |
| All | +210.9% | +201.6% | +9.2% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling