-5.8%
CI vs RVMD
+403.7%
-409.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.9% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | +0.5% | +0.3% | +0.1% | +0.5% |
| 3M | -5.2% | +38.9% | -44.1% | -4.8% |
| 6M | +4.3% | +108.1% | -103.8% | +4.2% |
| YTD | +2.8% | +160.7% | -158.0% | +3.2% |
| 1Y | -5.8% | +407.3% | -413.1% | -11.1% |
| All | -5.8% | +403.7% | -409.5% | -11.1% |
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 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