+54.9%
RMBS vs RVMD
+549.6%
-494.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | -8.6% | +0.3% | -8.9% | -8.7% |
| 3M | -40.3% | +38.9% | -79.2% | -44.3% |
| 6M | -1.0% | +108.1% | -109.1% | -17.2% |
| YTD | -4.6% | +160.7% | -165.4% | -26.4% |
| 1Y | +17.6% | +407.3% | -389.7% | -26.1% |
| All | +54.9% | +549.6% | -494.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling