+206.1%
COR vs RVMD
+425.4%
-219.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.0% |
| 7D | +7.8% | -10.4% | +18.2% | +8.0% |
| 30D | +7.0% | -11.0% | +18.0% | +7.2% |
| 3M | +16.3% | -14.7% | +31.0% | +16.5% |
| 6M | +41.3% | +14.9% | +26.4% | +41.0% |
| YTD | +7.1% | +116.3% | -109.2% | +5.5% |
| 1Y | -0.8% | +167.6% | -168.4% | -2.8% |
| 3Y | +85.0% | +776.8% | -691.8% | +75.3% |
| All | +206.1% | +425.4% | -219.3% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling