+10.7%
RL vs VO
+15.8%
-5.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -7.8% | -0.3% | -7.4% | -7.4% |
| 3M | -4.0% | +2.9% | -6.9% | -8.5% |
| 6M | -1.9% | +9.3% | -11.2% | -15.3% |
| YTD | -0.2% | +14.2% | -14.4% | -19.0% |
| 1Y | +10.7% | +15.3% | -4.6% | -12.3% |
| All | +10.7% | +15.8% | -5.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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