+78.6%
PR vs RVMD
+403.7%
-325.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.8% |
| 30D | +11.3% | +0.3% | +10.9% | +11.3% |
| 3M | +24.1% | +38.9% | -14.8% | +24.7% |
| 6M | +25.4% | +108.1% | -82.7% | +27.0% |
| YTD | +71.2% | +160.7% | -89.5% | +73.3% |
| 1Y | +78.6% | +407.3% | -328.7% | +87.8% |
| All | +78.6% | +403.7% | -325.1% | +87.8% |
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