+51.7%
B vs RVMD
+375.0%
-323.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | +6.3% | -0.7% | +7.1% | +6.4% |
| 3M | +12.1% | +36.5% | -24.4% | +11.2% |
| 6M | -3.1% | +104.6% | -107.7% | -3.9% |
| YTD | +2.0% | +155.8% | -153.9% | +2.4% |
| 1Y | +51.7% | +340.7% | -289.0% | +71.9% |
| All | +51.7% | +375.0% | -323.3% | +71.9% |
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