+26.4%
P vs RVMD
+430.6%
-404.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +6.5% | +1.0% | +5.5% | +6.5% |
| 30D | +18.8% | +6.4% | +12.4% | +18.2% |
| 3M | +26.7% | +34.9% | -8.1% | +23.9% |
| 6M | +62.2% | +107.6% | -45.4% | +53.9% |
| YTD | +48.5% | +163.7% | -115.2% | +40.2% |
| 1Y | +26.4% | +439.2% | -412.8% | +13.3% |
| All | +26.4% | +430.6% | -404.2% | +13.3% |
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