+351.4%
GOOGL vs RVMD
+634.9%
-283.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | -4.4% | +1.1% | -5.5% | -4.6% |
| 3M | -6.8% | +39.6% | -46.4% | -10.9% |
| 6M | +13.6% | +110.7% | -97.1% | +2.1% |
| YTD | +8.3% | +160.3% | -152.0% | -6.1% |
| 1Y | +44.9% | +404.9% | -360.0% | +14.9% |
| 3Y | +150.5% | +545.5% | -395.0% | +85.4% |
| 5Y | +137.7% | +584.7% | -447.0% | +63.7% |
| All | +351.4% | +634.9% | -283.5% | +182.2% |
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