+44.6%
C vs RVMD
+403.7%
-359.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | +1.9% | +0.3% | +1.6% | +1.9% |
| 3M | +2.8% | +38.9% | -36.1% | +0.9% |
| 6M | +30.6% | +108.1% | -77.6% | +25.2% |
| YTD | +19.9% | +160.7% | -140.9% | +14.0% |
| 1Y | +44.6% | +407.3% | -362.7% | +28.6% |
| All | +44.6% | +403.7% | -359.2% | +28.6% |
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