+32.8%
NET vs RVMD
+430.6%
-397.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.0% | +1.0% | -8.0% | -7.1% |
| 30D | -4.8% | +6.4% | -11.2% | -5.6% |
| 3M | +3.8% | +34.9% | -31.1% | -0.2% |
| 6M | +50.0% | +107.6% | -57.5% | +35.5% |
| YTD | +41.5% | +163.7% | -122.2% | +21.9% |
| 1Y | +32.8% | +439.2% | -406.4% | +5.2% |
| All | +32.8% | +430.6% | -397.8% | +5.2% |
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 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