+44.9%
IR vs RVMD
+425.4%
-380.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +2.5% | -10.4% | +12.9% | +3.8% |
| 30D | +9.2% | -11.0% | +20.1% | +10.5% |
| 3M | +0.9% | -14.7% | +15.7% | +2.5% |
| 6M | +19.2% | +14.9% | +4.3% | +16.5% |
| YTD | +7.5% | +116.3% | -108.8% | -4.8% |
| 1Y | +11.7% | +167.6% | -155.9% | -3.9% |
| 3Y | +23.9% | +776.8% | -752.9% | -10.1% |
| All | +44.9% | +425.4% | -380.6% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling