+79.2%
PR vs RVMD
+162.9%
-83.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.2% |
| 7D | +6.0% | -10.4% | +16.4% | +5.9% |
| 30D | -4.2% | -11.0% | +6.8% | -4.2% |
| 3M | +10.0% | -14.7% | +24.7% | +10.0% |
| 6M | +15.6% | +14.9% | +0.7% | +16.2% |
| YTD | +68.2% | +116.3% | -48.1% | +69.3% |
| 1Y | +79.2% | +167.6% | -88.4% | +68.6% |
| All | +79.2% | +162.9% | -83.7% | +68.6% |
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