+212.8%
RDDT vs RVMD
+542.8%
-330.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.1% | -3.0% | +5.1% | +2.7% |
| 30D | +2.8% | -0.7% | +3.5% | +2.7% |
| 3M | -8.9% | +36.5% | -45.5% | -14.5% |
| 6M | +15.1% | +104.6% | -89.5% | -2.1% |
| YTD | -31.4% | +155.8% | -187.2% | -45.9% |
| 1Y | -39.4% | +340.7% | -380.1% | -59.5% |
| All | +212.8% | +542.8% | -330.0% | +120.9% |
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