+95.8%
IR vs RVMD
+620.8%
-525.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -3.1% | -3.6% | +0.5% | -2.6% |
| 30D | -14.0% | -1.1% | -12.9% | -14.0% |
| 3M | +3.7% | +41.0% | -37.3% | -1.5% |
| 6M | -15.4% | +105.7% | -121.1% | -25.0% |
| YTD | -7.7% | +155.3% | -163.0% | -21.6% |
| 1Y | -8.8% | +402.7% | -411.5% | -30.6% |
| 3Y | +5.6% | +533.1% | -527.5% | -25.4% |
| 5Y | +34.3% | +583.5% | -549.2% | -12.2% |
| All | +95.8% | +620.8% | -525.1% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling