+957.7%
CCJ vs RVMD
+622.3%
+335.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.0% | -3.0% | -1.1% | -3.6% |
| 30D | -2.4% | -0.7% | -1.6% | -2.3% |
| 3M | -2.3% | +36.5% | -38.9% | -6.6% |
| 6M | -16.2% | +104.6% | -120.8% | -25.4% |
| YTD | +5.7% | +155.8% | -150.2% | -9.7% |
| 1Y | +21.3% | +340.7% | -319.4% | -4.9% |
| 3Y | +159.4% | +519.9% | -360.5% | +84.4% |
| 5Y | +300.7% | +584.9% | -284.3% | +159.2% |
| All | +957.7% | +622.3% | +335.4% | +512.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling