+69.5%
PR vs RVMD
+430.6%
-361.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.9% | +1.0% | +1.9% | +2.9% |
| 30D | +18.0% | +6.4% | +11.6% | +18.2% |
| 3M | +16.9% | +34.9% | -18.0% | +17.5% |
| 6M | +28.2% | +107.6% | -79.3% | +30.1% |
| YTD | +69.3% | +163.7% | -94.3% | +72.1% |
| 1Y | +69.5% | +439.2% | -369.7% | +83.3% |
| All | +69.5% | +430.6% | -361.1% | +83.3% |
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