-100.0%
VIVK vs RL
+9.4%
-109.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -9.5% | -2.2% | -7.3% | -8.9% |
| 30D | -35.1% | -15.3% | -19.8% | -31.0% |
| 3M | -93.4% | -10.3% | -83.0% | -93.2% |
| 6M | -98.0% | -2.2% | -95.7% | -98.3% |
| YTD | -97.9% | -4.3% | -93.6% | -98.2% |
| 1Y | -100.0% | +8.9% | -108.8% | -100.0% |
| All | -100.0% | +9.4% | -109.3% | -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