+53.1%
RGTI vs RVMD
+402.1%
-349.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -0.1% | -3.6% | +3.4% | +1.0% |
| 30D | -16.2% | -1.1% | -15.1% | -16.1% |
| 3M | -22.0% | +41.0% | -63.1% | -29.7% |
| 6M | -10.8% | +105.7% | -116.5% | -29.6% |
| YTD | -31.6% | +155.3% | -186.9% | -50.6% |
| 1Y | -6.4% | +402.7% | -409.1% | -46.2% |
| 3Y | +665.7% | +533.1% | +132.6% | +287.4% |
| 5Y | +55.6% | +583.5% | -527.9% | -33.0% |
| All | +53.1% | +402.1% | -349.0% | -34.1% |
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