+151.2%
ALL vs RVMD
+510.7%
-359.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +5.0% | -10.4% | +15.4% | +5.8% |
| 30D | +13.3% | -11.0% | +24.3% | +14.0% |
| 3M | +3.2% | -14.7% | +17.9% | +4.0% |
| 6M | +25.3% | +14.9% | +10.4% | +23.3% |
| YTD | +30.5% | +116.3% | -85.9% | +20.5% |
| 1Y | +29.2% | +167.6% | -138.4% | +17.1% |
| 3Y | +119.1% | +776.8% | -657.7% | +76.2% |
| 5Y | +162.6% | +424.8% | -262.2% | +111.6% |
| All | +151.2% | +510.7% | -359.5% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling