-29.7%
MOD vs RVMD
+190.1%
-219.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +4.4% |
| 7D | +8.2% | -9.5% | +17.7% | +9.7% |
| 30D | -38.2% | -6.8% | -31.3% | -37.6% |
| 3M | -46.2% | -12.1% | -34.1% | -45.4% |
| 6M | -62.5% | +25.4% | -87.9% | -63.1% |
| YTD | -20.1% | +126.9% | -147.0% | -20.7% |
| 1Y | -29.7% | +182.0% | -211.7% | -40.7% |
| All | -29.7% | +190.1% | -219.8% | -40.7% |
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