+10.8%
O vs RVMD
+430.6%
-419.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.7% | +1.0% | -1.8% | -0.8% |
| 30D | -1.9% | +6.4% | -8.3% | -2.0% |
| 3M | +3.8% | +34.9% | -31.1% | +3.3% |
| 6M | -4.7% | +107.6% | -112.3% | -6.2% |
| YTD | +12.5% | +163.7% | -151.2% | +9.2% |
| 1Y | +10.8% | +439.2% | -428.4% | +0.3% |
| All | +10.8% | +430.6% | -419.8% | +0.3% |
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