+117.5%
VIAV vs RL
+243.0%
-125.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.9% |
| 7D | +12.3% | -4.4% | +16.7% | +14.1% |
| 30D | -21.0% | +5.6% | -26.5% | -22.2% |
| 3M | -14.1% | -0.6% | -13.4% | -14.0% |
| 6M | -39.9% | +15.5% | -55.4% | -43.1% |
| YTD | +85.2% | +12.3% | +72.9% | +76.5% |
| 1Y | +84.3% | +19.3% | +64.9% | +72.3% |
| 3Y | +320.9% | +255.5% | +65.4% | +167.4% |
| 5Y | +117.5% | +247.1% | -129.5% | +36.0% |
| All | +117.5% | +243.0% | -125.5% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling