-100.0%
VIVK vs RL
+198.9%
-298.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.0% | -6.0% |
| 7D | -7.9% | -0.3% | -7.6% | -7.9% |
| 30D | -42.0% | -17.5% | -24.4% | -40.6% |
| 3M | -92.5% | -14.0% | -78.5% | -92.4% |
| 6M | -98.0% | -2.0% | -96.0% | -98.1% |
| YTD | -97.9% | -4.6% | -93.3% | -97.9% |
| 1Y | -100.0% | +9.5% | -109.5% | -100.0% |
| All | -100.0% | +198.9% | -298.9% | -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 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