+221.3%
RL vs VLTO
+27.2%
+194.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.9% |
| 7D | -0.8% | -2.3% | +1.5% | +0.4% |
| 30D | -7.8% | -0.9% | -6.9% | -7.4% |
| 3M | -4.0% | +13.8% | -17.8% | -11.0% |
| 6M | -1.9% | +2.0% | -3.9% | -3.5% |
| YTD | -0.2% | -3.2% | +3.0% | +0.9% |
| 1Y | +10.7% | -9.2% | +19.8% | +16.1% |
| All | +221.3% | +27.2% | +194.1% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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