+1,395.2%
RL vs VICR
+935.7%
+459.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +1.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -7.8% | -13.9% | +6.2% | -5.9% |
| 3M | -4.0% | -38.4% | +34.4% | +2.0% |
| 6M | -1.9% | -7.2% | +5.3% | -5.9% |
| YTD | -0.2% | +72.0% | -72.2% | -15.3% |
| 1Y | +10.7% | +263.3% | -252.6% | -19.7% |
| 3Y | +210.8% | +173.3% | +37.5% | +123.6% |
| 5Y | +238.2% | +47.3% | +190.9% | +150.1% |
| 10Y | +313.4% | +1,495.2% | -1,181.8% | +80.4% |
| All | +1,395.2% | +935.7% | +459.6% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling