+906.2%
PR vs RVMD
+510.7%
+395.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | +6.0% | -10.4% | +16.4% | +8.1% |
| 30D | -4.2% | -11.0% | +6.8% | -2.5% |
| 3M | +10.0% | -14.7% | +24.7% | +12.6% |
| 6M | +15.6% | +14.9% | +0.7% | +11.0% |
| YTD | +68.2% | +116.3% | -48.1% | +35.6% |
| 1Y | +79.2% | +167.6% | -88.4% | +37.4% |
| 3Y | +94.9% | +776.8% | -681.9% | +8.8% |
| 5Y | +272.8% | +424.8% | -152.0% | +109.0% |
| All | +906.2% | +510.7% | +395.5% | +225.1% |
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