+351.2%
COR vs RVMD
+510.7%
-159.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.0% |
| 7D | +7.8% | -10.4% | +18.2% | +8.3% |
| 30D | +7.0% | -11.0% | +18.0% | +7.4% |
| 3M | +16.3% | -14.7% | +31.0% | +16.8% |
| 6M | +41.3% | +14.9% | +26.4% | +40.3% |
| YTD | +7.1% | +116.3% | -109.2% | +2.8% |
| 1Y | -0.8% | +167.6% | -168.4% | -5.8% |
| 3Y | +85.0% | +776.8% | -691.8% | +63.4% |
| 5Y | +203.9% | +424.8% | -220.9% | +168.6% |
| All | +351.2% | +510.7% | -159.5% | +273.7% |
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