+5.2%
LOW vs RVMD
+576.1%
-570.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -3.0% | -0.8% | -3.5% |
| 30D | -8.9% | -0.7% | -8.1% | -8.9% |
| 3M | -10.4% | +36.5% | -47.0% | -13.3% |
| 6M | -19.4% | +104.6% | -124.0% | -26.0% |
| YTD | -17.1% | +155.8% | -172.9% | -26.2% |
| 1Y | -26.3% | +340.7% | -366.9% | -38.5% |
| 3Y | -9.9% | +519.9% | -529.8% | -30.1% |
| All | +5.2% | +576.1% | -570.8% | -24.2% |
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 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