+158.7%
P vs RVMD
+545.7%
-387.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +7.8% | -1.2% | +9.1% | +8.0% |
| 30D | +12.3% | +1.1% | +11.3% | +12.1% |
| 3M | +37.1% | +39.6% | -2.5% | +30.8% |
| 6M | +66.1% | +110.7% | -44.6% | +48.3% |
| YTD | +50.9% | +160.3% | -109.4% | +28.8% |
| 1Y | +27.2% | +404.9% | -377.7% | -4.5% |
| 3Y | +158.7% | +545.5% | -386.8% | +92.6% |
| All | +158.7% | +545.7% | -387.0% | +92.6% |
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