+32.1%
RMD vs RVMD
+622.3%
-590.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -4.4% | -3.0% | -1.4% | -4.2% |
| 30D | -3.1% | -0.7% | -2.4% | -3.2% |
| 3M | +13.8% | +36.5% | -22.8% | +10.4% |
| 6M | -8.6% | +104.6% | -113.2% | -15.3% |
| YTD | -8.6% | +155.8% | -164.5% | -17.8% |
| 1Y | -19.7% | +340.7% | -360.4% | -31.7% |
| 3Y | +48.4% | +519.9% | -471.5% | +18.1% |
| 5Y | -22.7% | +584.9% | -607.7% | -41.9% |
| All | +32.1% | +622.3% | -590.2% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling