+31.0%
PL vs RVMD
+425.4%
-394.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +10.0% | -10.4% | +20.4% | +13.2% |
| 30D | -2.3% | -11.0% | +8.7% | +0.7% |
| 3M | -44.2% | -14.7% | -29.5% | -42.0% |
| 6M | -66.1% | +14.9% | -81.0% | -67.2% |
| YTD | -30.0% | +116.3% | -146.3% | -44.5% |
| 1Y | +21.0% | +167.6% | -146.6% | -9.4% |
| 3Y | +516.5% | +776.8% | -260.3% | +229.7% |
| All | +31.0% | +425.4% | -394.4% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling