+7.3%
PL vs RVMD
+224.2%
-216.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.1% | +10.4% | +13.7% |
| 7D | +10.9% | +6.4% | +4.5% | +9.8% |
| 30D | -16.4% | +5.5% | -21.8% | -17.1% |
| 3M | -39.9% | -2.4% | -37.5% | -39.8% |
| 6M | -63.2% | +41.1% | -104.3% | -64.4% |
| YTD | -27.1% | +151.3% | -178.4% | -33.9% |
| All | +7.3% | +224.2% | -216.9% | -14.8% |
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