+1,450.9%
RL vs VO
+827.2%
+623.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.5% |
| 30D | -7.8% | -0.3% | -7.4% | -7.5% |
| 3M | -4.0% | +2.9% | -6.9% | -7.1% |
| 6M | -1.9% | +9.3% | -11.2% | -10.9% |
| YTD | -0.2% | +14.2% | -14.4% | -13.6% |
| 1Y | +10.7% | +15.3% | -4.6% | -5.0% |
| 3Y | +210.8% | +56.2% | +154.5% | +93.6% |
| 5Y | +238.2% | +42.4% | +195.8% | +137.6% |
| 10Y | +313.4% | +194.7% | +118.6% | +35.3% |
| All | +1,450.9% | +827.2% | +623.7% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling