-3.5%
IR vs RVMD
+430.6%
-434.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -2.8% | +1.0% | -3.9% | -2.9% |
| 30D | -15.1% | +6.4% | -21.6% | -15.4% |
| 3M | +6.1% | +34.9% | -28.8% | +4.2% |
| 6M | -16.8% | +107.6% | -124.4% | -20.8% |
| YTD | -3.5% | +163.7% | -167.2% | -8.0% |
| 1Y | -3.5% | +439.2% | -442.7% | -15.0% |
| All | -3.5% | +430.6% | -434.1% | -15.0% |
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 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