+180.5%
PL vs RVMD
+430.6%
-250.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -9.3% | +1.0% | -10.3% | -9.5% |
| 30D | -18.9% | +6.4% | -25.4% | -19.7% |
| 3M | -58.4% | +34.9% | -93.3% | -59.9% |
| 6M | -30.3% | +107.6% | -137.9% | -35.2% |
| YTD | -8.1% | +163.7% | -171.8% | -19.0% |
| 1Y | +180.5% | +439.2% | -258.7% | +100.8% |
| All | +180.5% | +430.6% | -250.1% | +100.8% |
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