+14.5%
NET vs RVMD
+244.4%
-229.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.0% |
| 7D | -16.4% | +5.8% | -22.2% | -17.0% |
| 30D | -25.8% | -3.8% | -22.0% | -25.5% |
| 3M | -11.5% | +3.2% | -14.8% | -12.1% |
| 6M | +18.9% | +35.0% | -16.1% | +14.3% |
| YTD | +35.2% | +150.7% | -115.5% | +16.4% |
| 1Y | +14.5% | +241.0% | -226.5% | -9.5% |
| All | +14.5% | +244.4% | -229.9% | -9.5% |
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