+143.3%
DELL vs RVMD
+244.4%
-101.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.8% | -11.6% | -9.2% |
| 7D | -24.6% | +5.8% | -30.4% | -25.2% |
| 30D | -32.5% | -3.8% | -28.6% | -32.3% |
| 3M | -20.2% | +3.2% | -23.4% | -20.7% |
| 6M | +76.5% | +35.0% | +41.5% | +71.7% |
| YTD | +198.9% | +150.7% | +48.2% | +184.3% |
| 1Y | +143.3% | +241.0% | -97.6% | +114.7% |
| All | +143.3% | +244.4% | -101.0% | +114.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling