+198.7%
B vs RVMD
+545.7%
-347.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +1.4% | +1.1% | +0.3% | +1.2% |
| 3M | +12.2% | +39.6% | -27.4% | +9.2% |
| 6M | -2.1% | +110.7% | -112.8% | -8.2% |
| YTD | +2.9% | +160.3% | -157.3% | -6.0% |
| 1Y | +55.3% | +404.9% | -349.6% | +31.9% |
| 3Y | +198.7% | +545.5% | -346.8% | +133.5% |
| All | +198.7% | +545.7% | -347.0% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling