+162.4%
ALL vs RVMD
+425.4%
-263.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +5.0% | -10.4% | +15.4% | +5.6% |
| 30D | +13.3% | -11.0% | +24.3% | +13.9% |
| 3M | +3.2% | -14.7% | +17.9% | +3.9% |
| 6M | +25.3% | +14.9% | +10.4% | +23.6% |
| YTD | +30.5% | +116.3% | -85.9% | +22.1% |
| 1Y | +29.2% | +167.6% | -138.4% | +19.0% |
| 3Y | +119.1% | +776.8% | -657.7% | +82.2% |
| All | +162.4% | +425.4% | -263.0% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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