+404.6%
VIAV vs RL
+311.3%
+93.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +11.2% | -3.4% | +14.6% | +12.2% |
| 30D | -10.1% | -14.4% | +4.3% | -6.2% |
| 3M | -22.9% | -13.6% | -9.3% | -19.9% |
| 6M | +28.8% | +0.6% | +28.2% | +27.6% |
| YTD | +117.5% | -3.6% | +121.1% | +117.6% |
| 1Y | +216.1% | +8.3% | +207.7% | +205.4% |
| 3Y | +292.2% | +204.8% | +87.4% | +175.5% |
| 5Y | +141.0% | +232.9% | -92.0% | +60.2% |
| All | +404.6% | +311.3% | +93.3% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling