+2,106.6%
DELL vs RVMD
+634.9%
+1,471.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.1% |
| 7D | +25.6% | -1.2% | +26.8% | +25.8% |
| 30D | +17.7% | +1.1% | +16.6% | +17.4% |
| 3M | +33.4% | +39.6% | -6.2% | +26.8% |
| 6M | +266.2% | +110.7% | +155.5% | +224.4% |
| YTD | +328.0% | +160.3% | +167.7% | +263.2% |
| 1Y | +339.6% | +404.9% | -65.3% | +234.9% |
| 3Y | +694.6% | +545.5% | +149.1% | +465.4% |
| 5Y | +1,122.0% | +584.7% | +537.3% | +707.2% |
| All | +2,106.6% | +634.9% | +1,471.6% | +1,133.0% |
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