+118.6%
C vs RVMD
+644.5%
-525.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | +0.1% | +6.4% | -6.4% | -1.0% |
| 3M | +2.4% | +34.9% | -32.5% | -2.4% |
| 6M | +24.9% | +107.6% | -82.6% | +9.8% |
| YTD | +19.8% | +163.7% | -143.9% | -0.1% |
| 1Y | +44.9% | +439.2% | -394.3% | +6.5% |
| 3Y | +263.0% | +499.2% | -236.2% | +151.2% |
| 5Y | +129.5% | +621.7% | -492.2% | +42.4% |
| All | +118.6% | +644.5% | -525.8% | +9.5% |
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 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