+76.0%
D vs RVMD
+824.3%
-748.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.4% |
| 7D | -2.4% | -9.5% | +7.1% | -2.3% |
| 30D | +9.0% | -6.8% | +15.8% | +9.1% |
| 3M | +1.0% | -12.1% | +13.0% | +1.1% |
| 6M | +11.0% | +25.4% | -14.4% | +10.4% |
| YTD | +19.8% | +126.9% | -107.1% | +15.7% |
| 1Y | +16.0% | +182.0% | -166.0% | +9.8% |
| All | +76.0% | +824.3% | -748.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling