+142.4%
RCL vs RVMD
+644.5%
-502.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | -19.0% | +6.4% | -25.5% | -20.4% |
| 3M | -9.6% | +34.9% | -44.5% | -16.6% |
| 6M | -6.7% | +107.6% | -114.2% | -24.7% |
| YTD | -3.9% | +163.7% | -167.6% | -28.8% |
| 1Y | -25.1% | +439.2% | -464.3% | -55.0% |
| 3Y | +179.1% | +499.2% | -320.1% | +51.4% |
| 5Y | +243.3% | +621.7% | -378.4% | +56.6% |
| All | +142.4% | +644.5% | -502.1% | -8.0% |
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