+827.8%
VOO vs RL
+452.0%
+375.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | -7.8% | +7.8% | +2.1% |
| 3M | +2.0% | -4.0% | +6.0% | +2.7% |
| 6M | +13.0% | -1.9% | +14.9% | +12.5% |
| YTD | +13.6% | -0.2% | +13.7% | +12.3% |
| 1Y | +20.1% | +10.7% | +9.4% | +15.2% |
| 3Y | +77.6% | +210.8% | -133.2% | +26.6% |
| 5Y | +82.4% | +238.2% | -155.8% | +23.9% |
| 10Y | +316.8% | +313.4% | +3.5% | +149.2% |
| All | +827.8% | +452.0% | +375.7% | +362.4% |
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