-11.4%
RKT vs RVMD
+576.1%
-587.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | -3.0% | -3.3% | -5.7% |
| 30D | -6.2% | -0.7% | -5.5% | -6.1% |
| 3M | -1.9% | +36.5% | -38.4% | -7.9% |
| 6M | -13.0% | +104.6% | -117.6% | -25.8% |
| YTD | -31.9% | +155.8% | -187.8% | -45.2% |
| 1Y | -37.6% | +340.7% | -378.2% | -55.3% |
| 3Y | +36.8% | +519.9% | -483.1% | -13.8% |
| All | -11.4% | +576.1% | -587.5% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling