+4.4%
GOOGL vs RVMD
+244.4%
-240.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +3.0% |
| 7D | -11.1% | +5.8% | -16.9% | -11.4% |
| 30D | -16.6% | -3.8% | -12.8% | -16.5% |
| 3M | -23.4% | +3.2% | -26.7% | -23.7% |
| 6M | -24.5% | +35.0% | -59.5% | -26.5% |
| YTD | -7.5% | +150.7% | -158.2% | -16.3% |
| 1Y | +4.4% | +241.0% | -236.6% | -19.3% |
| All | +4.4% | +244.4% | -240.0% | -19.3% |
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