+18.3%
O vs RVMD
+574.1%
-555.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.3% | -0.7% | -1.5% | -2.2% |
| 30D | -2.4% | +0.3% | -2.8% | -2.5% |
| 3M | -0.6% | +38.9% | -39.5% | -2.5% |
| 6M | -5.0% | +108.1% | -113.1% | -9.6% |
| YTD | +10.4% | +160.7% | -150.4% | +3.1% |
| 1Y | +6.6% | +407.3% | -400.7% | -5.1% |
| 3Y | +28.4% | +546.6% | -518.2% | +9.6% |
| All | +18.3% | +574.1% | -555.8% | -2.9% |
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 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