-39.9%
VIAV vs RL
+11.2%
-51.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.8% |
| 7D | +12.3% | -4.4% | +16.7% | +13.4% |
| 30D | -21.0% | +5.6% | -26.5% | -21.5% |
| 3M | -14.1% | -0.6% | -13.4% | -13.9% |
| 6M | -39.9% | +15.5% | -55.4% | -41.8% |
| All | -39.9% | +11.2% | -51.2% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling