+211.0%
COST vs RVMD
+636.2%
-425.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.8% | -0.7% | -2.0% | -2.7% |
| 30D | -5.3% | +0.3% | -5.6% | -5.3% |
| 3M | -6.7% | +38.9% | -45.5% | -8.4% |
| 6M | -9.9% | +108.1% | -118.1% | -14.3% |
| YTD | +5.1% | +160.7% | -155.6% | -1.8% |
| 1Y | -7.3% | +407.3% | -414.6% | -17.5% |
| 3Y | +70.4% | +546.6% | -476.2% | +46.3% |
| 5Y | +104.4% | +579.8% | -475.4% | +67.7% |
| All | +211.0% | +636.2% | -425.2% | +149.2% |
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 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