+244.0%
RL vs VO
+42.6%
+201.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 6M | -1.9% | +9.3% | -11.2% | -12.4% |
| YTD | -0.2% | +14.2% | -14.4% | -15.7% |
| 1Y | +10.7% | +15.3% | -4.6% | -7.5% |
| 3Y | +210.8% | +56.2% | +154.5% | +80.1% |
| All | +244.0% | +42.6% | +201.4% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling