+2.0%
RDW vs RVMD
+427.4%
-425.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -3.0% | +3.8% | +1.6% |
| 30D | -21.3% | -0.7% | -20.5% | -21.3% |
| 3M | -37.9% | +36.5% | -74.4% | -42.6% |
| 6M | +12.3% | +104.6% | -92.3% | -8.4% |
| YTD | +39.7% | +155.8% | -116.1% | +6.8% |
| 1Y | +25.7% | +340.7% | -315.0% | -17.5% |
| 3Y | +230.8% | +519.9% | -289.1% | +90.3% |
| 5Y | -8.8% | +584.9% | -593.7% | -55.0% |
| All | +2.0% | +427.4% | -425.3% | -50.8% |
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