-2.0%
RLJ vs VOO
+80.3%
-82.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | +0.5% | -2.0% | +2.4% | +2.8% |
| 30D | +1.0% | -1.7% | +2.7% | +2.9% |
| 3M | +4.1% | +4.7% | -0.6% | -1.6% |
| 6M | +43.8% | +12.6% | +31.3% | +24.8% |
| YTD | +51.8% | +11.8% | +40.0% | +32.7% |
| 1Y | +54.5% | +17.5% | +36.9% | +26.9% |
| 3Y | +29.8% | +77.0% | -47.2% | -34.8% |
| 5Y | -2.0% | +82.6% | -84.5% | -51.7% |
| All | -2.0% | +80.3% | -82.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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