-7.3%
F vs RVMD
+175.3%
-182.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.7% |
| 7D | -3.9% | -0.7% | -3.1% | -3.9% |
| 30D | -0.5% | -6.4% | +6.0% | -0.2% |
| 3M | -12.9% | -14.1% | +1.2% | -12.3% |
| 6M | +1.5% | +21.0% | -19.5% | -0.1% |
| YTD | -5.0% | +121.4% | -126.4% | -8.7% |
| 1Y | -7.3% | +167.9% | -175.2% | -15.5% |
| All | -7.3% | +175.3% | -182.7% | -15.5% |
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