-0.4%
PL vs RVMD
+244.4%
-244.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -6.8% |
| 7D | -11.7% | +5.8% | -17.5% | -12.5% |
| 30D | -27.1% | -3.8% | -23.3% | -26.8% |
| 3M | -44.6% | +3.2% | -47.8% | -44.9% |
| 6M | -67.2% | +35.0% | -102.2% | -68.1% |
| YTD | -35.9% | +150.7% | -186.6% | -41.3% |
| 1Y | -0.4% | +241.0% | -241.4% | -21.2% |
| All | -0.4% | +244.4% | -244.8% | -21.2% |
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