+425.3%
RMBS vs RVMD
+634.9%
-209.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | -14.4% | +1.1% | -15.5% | -14.7% |
| 3M | -42.8% | +39.6% | -82.5% | -46.6% |
| 6M | -1.4% | +110.7% | -112.1% | -17.1% |
| YTD | -5.4% | +160.3% | -165.7% | -25.4% |
| 1Y | +18.6% | +404.9% | -386.3% | -19.5% |
| 3Y | +57.3% | +545.5% | -488.2% | -1.7% |
| 5Y | +265.7% | +584.7% | -319.0% | +107.1% |
| All | +425.3% | +634.9% | -209.6% | +143.5% |
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