+37.3%
IR vs RVMD
+591.3%
-554.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -15.0% | +0.3% | -15.4% | -15.1% |
| 3M | -0.4% | +38.9% | -39.3% | -4.5% |
| 6M | -15.0% | +108.1% | -123.2% | -23.4% |
| YTD | -7.1% | +160.7% | -167.8% | -19.3% |
| 1Y | -7.5% | +407.3% | -414.8% | -27.1% |
| 3Y | +6.3% | +546.6% | -540.3% | -21.0% |
| 5Y | +37.3% | +579.8% | -542.5% | -4.8% |
| All | +37.3% | +591.3% | -554.0% | -4.8% |
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