+302.6%
COR vs RVMD
+620.8%
-318.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -4.8% | -3.6% | -1.3% | -4.7% |
| 30D | -3.7% | -1.1% | -2.6% | -3.7% |
| 3M | +14.3% | +41.0% | -26.7% | +12.8% |
| 6M | -8.5% | +105.7% | -114.2% | -11.5% |
| YTD | -4.4% | +155.3% | -159.7% | -8.8% |
| 1Y | +9.1% | +402.7% | -393.6% | +0.7% |
| 3Y | +85.2% | +533.1% | -447.9% | +66.1% |
| 5Y | +180.7% | +583.5% | -402.9% | +144.2% |
| All | +302.6% | +620.8% | -318.2% | +231.6% |
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