-26.4%
NOW vs RVMD
+469.5%
-495.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -1.7% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | -26.0% | -4.3% | -21.8% | -25.7% |
| 3M | -13.1% | -2.8% | -10.3% | -13.1% |
| 6M | +14.5% | +27.3% | -12.8% | +8.8% |
| YTD | -33.4% | +141.4% | -174.8% | -45.1% |
| 1Y | -40.6% | +213.3% | -253.9% | -53.5% |
| 3Y | -16.3% | +792.7% | -809.0% | -48.6% |
| All | -26.4% | +469.5% | -495.9% | -53.6% |
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