+134.2%
RBRK vs RVMD
+483.2%
-349.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -7.5% | -3.0% | -4.5% | -6.8% |
| 30D | -10.4% | -0.7% | -9.7% | -10.1% |
| 3M | +21.3% | +36.5% | -15.3% | +13.2% |
| 6M | +50.6% | +104.6% | -54.0% | +26.7% |
| YTD | +13.3% | +155.8% | -142.5% | -12.2% |
| 1Y | +11.2% | +340.7% | -329.4% | -26.6% |
| All | +134.2% | +483.2% | -349.0% | +42.3% |
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 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