+315.2%
COR vs RVMD
+644.5%
-329.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | +1.0% | +1.7% | +2.7% |
| 30D | +4.5% | +6.4% | -1.9% | +4.3% |
| 3M | +22.7% | +34.9% | -12.2% | +21.2% |
| 6M | -9.7% | +107.6% | -117.3% | -12.7% |
| YTD | -1.4% | +163.7% | -165.1% | -6.0% |
| 1Y | +13.9% | +439.2% | -425.3% | +4.8% |
| 3Y | +94.0% | +499.2% | -405.2% | +74.7% |
| 5Y | +184.0% | +621.7% | -437.7% | +146.3% |
| All | +315.2% | +644.5% | -329.3% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling