+295.4%
VIAV vs RL
+211.8%
+83.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.1% | +12.3% | +11.5% |
| 7D | +11.3% | +1.9% | +9.4% | +10.7% |
| 30D | -1.0% | -12.2% | +11.2% | +2.6% |
| 3M | -20.5% | -6.6% | -13.9% | -19.4% |
| 6M | +39.0% | +3.2% | +35.8% | +36.6% |
| YTD | +117.5% | -1.3% | +118.7% | +115.8% |
| 1Y | +233.8% | +13.6% | +220.2% | +218.1% |
| 3Y | +295.4% | +210.9% | +84.5% | +172.0% |
| All | +295.4% | +211.8% | +83.6% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling