-100.0%
VIVK vs RL
+608.3%
-708.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.0% | -14.4% | -12.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -43.6% | -7.8% | -35.8% | -43.8% |
| 3M | -95.1% | -4.0% | -91.1% | -95.1% |
| 6M | -98.2% | -1.9% | -96.3% | -98.2% |
| YTD | -97.9% | -0.2% | -97.8% | -97.9% |
| 1Y | -100.0% | +10.7% | -110.6% | -100.0% |
| 3Y | -100.0% | +210.8% | -310.7% | -100.0% |
| 5Y | -100.0% | +238.2% | -338.2% | -100.0% |
| 10Y | -100.0% | +313.4% | -413.4% | -100.0% |
| All | -100.0% | +608.3% | -708.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling