+370.1%
RDCM vs VT
+345.0%
+25.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +0.4% |
| 7D | -7.2% | -4.2% | -3.0% | -4.4% |
| 30D | -4.7% | -5.8% | +1.1% | -0.7% |
| 3M | -0.9% | -5.2% | +4.3% | +2.9% |
| 6M | -37.9% | +0.1% | -38.0% | -38.0% |
| YTD | -24.2% | +8.2% | -32.4% | -28.5% |
| 1Y | -24.4% | +10.1% | -34.5% | -29.5% |
| 3Y | +28.7% | +69.7% | -41.0% | -11.0% |
| 5Y | -15.4% | +53.4% | -68.7% | -38.5% |
| 10Y | -44.0% | +219.2% | -263.2% | -77.5% |
| All | +370.1% | +345.0% | +25.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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