+849.5%
PR vs RVMD
+581.6%
+267.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.2% | -6.3% | +0.3% |
| 7D | -16.4% | +0.5% | -16.9% | -16.6% |
| 30D | -1.9% | -4.3% | +2.4% | -1.5% |
| 3M | +8.0% | -2.8% | +10.7% | +8.0% |
| 6M | +4.1% | +27.3% | -23.2% | -1.8% |
| YTD | +58.7% | +141.4% | -82.7% | +25.5% |
| 1Y | +75.8% | +213.3% | -137.4% | +30.7% |
| 3Y | +73.2% | +792.7% | -719.5% | -3.2% |
| 5Y | +230.1% | +470.6% | -240.4% | +83.2% |
| All | +849.5% | +581.6% | +267.9% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling