+11.5%
O vs RVMD
+644.5%
-632.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +3.8% | +34.9% | -31.1% | +0.5% |
| 6M | -4.7% | +107.6% | -112.3% | -12.7% |
| YTD | +12.5% | +163.7% | -151.2% | -0.4% |
| 1Y | +10.8% | +439.2% | -428.4% | -9.9% |
| 3Y | +28.8% | +499.2% | -470.4% | -0.6% |
| 5Y | +13.2% | +621.7% | -608.5% | -19.5% |
| All | +11.5% | +644.5% | -632.9% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling