+113.6%
C vs RVMD
+466.1%
-352.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +2.3% |
| 7D | -0.4% | -9.5% | +9.1% | +0.6% |
| 30D | -5.3% | -6.8% | +1.5% | -4.7% |
| 3M | -8.0% | -12.1% | +4.1% | -6.9% |
| 6M | -0.3% | +25.4% | -25.6% | -3.2% |
| YTD | +8.6% | +126.9% | -118.2% | -3.5% |
| 1Y | +25.8% | +182.0% | -156.2% | +8.6% |
| 3Y | +221.2% | +816.8% | -595.6% | +137.2% |
| 5Y | +113.6% | +464.0% | -350.4% | +56.0% |
| All | +113.6% | +466.1% | -352.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling