+45.2%
PL vs RVMD
+377.3%
-332.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.1% | +10.4% | +13.5% |
| 7D | +10.9% | +6.4% | +4.5% | +9.6% |
| 30D | -16.4% | +5.5% | -21.8% | -17.3% |
| 3M | -39.9% | -2.4% | -37.5% | -39.7% |
| 6M | -63.2% | +41.1% | -104.3% | -65.9% |
| YTD | -27.1% | +151.3% | -178.4% | -43.0% |
| 1Y | +12.2% | +228.1% | -215.9% | -17.7% |
| 3Y | +584.3% | +899.8% | -315.5% | +280.3% |
| 5Y | +37.0% | +514.0% | -477.0% | -29.7% |
| All | +45.2% | +377.3% | -332.2% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling