+488.3%
PL vs RVMD
+530.7%
-42.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.1% |
| 3M | -58.4% | +34.9% | -93.3% | -60.8% |
| 6M | -30.3% | +107.6% | -137.9% | -40.9% |
| YTD | -8.1% | +163.7% | -171.8% | -27.9% |
| 1Y | +180.5% | +439.2% | -258.7% | +81.4% |
| All | +488.3% | +530.7% | -42.4% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling