-100.0%
VIVK vs RL
+34.3%
-134.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.5% | -31.9% | -27.9% |
| 7D | -68.7% | +5.8% | -74.4% | -68.8% |
| 30D | -90.0% | +12.7% | -102.8% | -90.2% |
| 3M | -98.1% | +9.3% | -107.4% | -98.1% |
| 6M | -99.9% | +16.9% | -116.8% | -99.9% |
| YTD | -99.9% | +17.5% | -117.4% | -99.9% |
| 1Y | -100.0% | +34.6% | -134.6% | -100.0% |
| All | -100.0% | +34.3% | -134.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling