+290.8%
VIAV vs RL
+337.1%
-46.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.3% |
| 7D | +7.9% | +2.6% | +5.3% | +7.2% |
| 30D | -20.3% | +2.9% | -23.3% | -20.9% |
| 3M | -28.5% | 0.0% | -28.5% | -28.6% |
| 6M | -42.7% | +17.1% | -59.8% | -45.6% |
| YTD | +72.4% | +10.1% | +62.3% | +66.2% |
| 1Y | +81.5% | +17.3% | +64.1% | +71.8% |
| 3Y | +293.8% | +249.3% | +44.5% | +166.9% |
| 5Y | +101.4% | +240.9% | -139.5% | +33.8% |
| All | +290.8% | +337.1% | -46.2% | +134.9% |
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