+340.4%
GOOG vs RVMD
+620.8%
-280.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -2.5% | -3.6% | +1.1% | -2.1% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | -6.4% | +41.0% | -47.5% | -10.5% |
| 6M | +7.8% | +105.7% | -97.9% | -2.7% |
| YTD | +5.5% | +155.3% | -149.8% | -8.1% |
| 1Y | +38.3% | +402.7% | -364.4% | +10.1% |
| 3Y | +143.1% | +533.1% | -390.0% | +81.3% |
| 5Y | +135.0% | +583.5% | -448.5% | +62.9% |
| All | +340.4% | +620.8% | -280.5% | +178.8% |
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 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