-49.7%
BA vs RVMD
+609.5%
-659.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.3% |
| 7D | -1.7% | +6.4% | -8.1% | -3.0% |
| 30D | -9.5% | +5.5% | -14.9% | -10.6% |
| 3M | -26.5% | -2.4% | -24.0% | -26.5% |
| 6M | -27.4% | +41.1% | -68.5% | -32.4% |
| YTD | -20.6% | +151.3% | -171.9% | -35.7% |
| 1Y | -11.4% | +228.1% | -239.5% | -32.0% |
| 3Y | -10.8% | +899.8% | -910.6% | -47.2% |
| 5Y | -21.9% | +514.0% | -535.9% | -54.6% |
| All | -49.7% | +609.5% | -659.2% | -75.3% |
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