+141.4%
RF vs RVMD
+644.5%
-503.0%
-55.2%
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 | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | -3.6% | +6.4% | -10.1% | -4.6% |
| 3M | +8.1% | +34.9% | -26.8% | +2.9% |
| 6M | +11.5% | +107.6% | -96.1% | -2.5% |
| YTD | +15.6% | +163.7% | -148.1% | -4.2% |
| 1Y | +15.7% | +439.2% | -423.5% | -16.0% |
| 3Y | +86.9% | +499.2% | -412.3% | +27.5% |
| 5Y | +89.8% | +621.7% | -531.9% | +16.5% |
| All | +141.4% | +644.5% | -503.0% | +18.5% |
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