+227.1%
RCL vs RVMD
+591.3%
-364.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -15.7% | +0.3% | -16.0% | -15.8% |
| 3M | -8.0% | +38.9% | -46.8% | -14.4% |
| 6M | -10.1% | +108.1% | -118.3% | -24.6% |
| YTD | -5.9% | +160.7% | -166.6% | -26.2% |
| 1Y | -23.5% | +407.3% | -430.8% | -49.1% |
| 3Y | +174.4% | +546.6% | -372.2% | +63.5% |
| 5Y | +227.1% | +579.8% | -352.7% | +72.7% |
| All | +227.1% | +591.3% | -364.2% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling