+266.8%
RMBS vs RVMD
+576.1%
-309.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.8% | -3.0% | +4.7% | +2.3% |
| 30D | -13.9% | -0.7% | -13.2% | -13.8% |
| 3M | -39.8% | +36.5% | -76.3% | -43.2% |
| 6M | -6.0% | +104.6% | -110.6% | -19.3% |
| YTD | -5.4% | +155.8% | -161.2% | -23.6% |
| 1Y | -1.8% | +340.7% | -342.5% | -29.7% |
| 3Y | +53.7% | +519.9% | -466.3% | +1.1% |
| All | +266.8% | +576.1% | -309.3% | +111.7% |
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