+13.3%
RMBS vs RVMD
+430.6%
-417.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.3% | +1.0% | -1.4% | -0.5% |
| 30D | -12.2% | +6.4% | -18.6% | -12.9% |
| 3M | -49.5% | +34.9% | -84.4% | -51.2% |
| 6M | -7.1% | +107.6% | -114.7% | -15.0% |
| YTD | -7.0% | +163.7% | -170.7% | -19.1% |
| 1Y | +13.3% | +439.2% | -425.9% | -39.7% |
| All | +13.3% | +430.6% | -417.3% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling