+124.7%
RF vs RVMD
+581.6%
-456.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -1.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +6.0% | -4.3% | +10.3% | +6.4% |
| 3M | -8.9% | -2.8% | -6.1% | -8.9% |
| 6M | +2.3% | +27.3% | -24.9% | -2.3% |
| YTD | +7.6% | +141.4% | -133.8% | -9.9% |
| 1Y | +21.2% | +213.3% | -192.1% | -3.2% |
| 3Y | +108.5% | +792.7% | -684.1% | +35.1% |
| 5Y | +43.2% | +470.6% | -427.3% | -7.5% |
| All | +124.7% | +581.6% | -456.9% | +11.3% |
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