+39.1%
O vs RVMD
+781.3%
-742.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -0.4% | -10.4% | +10.0% | -0.1% |
| 30D | +7.1% | -11.0% | +18.1% | +7.4% |
| 3M | -5.2% | -14.7% | +9.5% | -4.9% |
| 6M | -1.8% | +14.9% | -16.7% | -2.5% |
| YTD | +9.1% | +116.3% | -107.2% | +4.9% |
| 1Y | +9.7% | +167.6% | -157.9% | +4.2% |
| 3Y | +39.1% | +776.8% | -737.7% | +12.6% |
| All | +39.1% | +781.3% | -742.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling