+26.8%
PL vs RVMD
+358.6%
-331.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.2% | +2.1% | +8.5% |
| 7D | -6.8% | +0.5% | -7.3% | -6.8% |
| 30D | -29.3% | -4.3% | -25.0% | -28.6% |
| 3M | -44.8% | -2.8% | -42.0% | -44.5% |
| 6M | -68.4% | +27.3% | -95.7% | -70.0% |
| YTD | -36.4% | +141.4% | -177.8% | -49.8% |
| 1Y | +0.7% | +213.3% | -212.5% | -25.4% |
| 3Y | +455.3% | +792.7% | -337.4% | +215.9% |
| 5Y | +22.7% | +470.6% | -447.9% | -36.5% |
| All | +26.8% | +358.6% | -331.8% | -34.5% |
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