+251.9%
RL vs VICR
+3.0%
+249.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.3% | -9.7% | +11.0% | +2.4% |
| 30D | +7.6% | -39.2% | +46.9% | +13.9% |
| 3M | -1.5% | -22.6% | +21.1% | -0.5% |
| 6M | +12.1% | -37.0% | +49.0% | +13.0% |
| YTD | +13.9% | +47.5% | -33.6% | -2.4% |
| 1Y | +20.7% | +75.0% | -54.3% | +0.3% |
| 3Y | +260.6% | +343.0% | -82.4% | +140.2% |
| All | +251.9% | +3.0% | +249.0% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling