+8.4%
O vs RVMD
+622.3%
-614.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.6% |
| 30D | -4.5% | -0.7% | -3.8% | -4.5% |
| 3M | -2.6% | +36.5% | -39.2% | -5.9% |
| 6M | -5.6% | +104.6% | -110.2% | -13.4% |
| YTD | +9.3% | +155.8% | -146.6% | -2.9% |
| 1Y | +4.3% | +340.7% | -336.4% | -13.2% |
| 3Y | +27.4% | +519.9% | -492.5% | -2.2% |
| 5Y | +17.1% | +584.9% | -567.9% | -16.0% |
| All | +8.4% | +622.3% | -614.0% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling