+96.9%
AU vs RVMD
+430.6%
-333.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -3.6% | +1.0% | -4.7% | -3.7% |
| 30D | +23.9% | +6.4% | +17.4% | +23.3% |
| 3M | +19.1% | +34.9% | -15.8% | +17.0% |
| 6M | -0.2% | +107.6% | -107.7% | -2.8% |
| YTD | +32.5% | +163.7% | -131.2% | +26.6% |
| 1Y | +96.9% | +439.2% | -342.3% | +75.5% |
| All | +96.9% | +430.6% | -333.7% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling