-100.0%
VIVK vs RL
+244.9%
-344.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +7.8% |
| 7D | +13.1% | +1.9% | +11.2% | +12.8% |
| 30D | -29.7% | -12.2% | -17.5% | -28.8% |
| 3M | -93.0% | -6.6% | -86.3% | -93.0% |
| 6M | -98.0% | +3.2% | -101.1% | -98.0% |
| YTD | -97.8% | -1.3% | -96.5% | -97.8% |
| 1Y | -100.0% | +13.6% | -113.6% | -100.0% |
| 3Y | -100.0% | +210.9% | -310.9% | -100.0% |
| All | -100.0% | +244.9% | -344.9% | -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 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