-22.3%
RMD vs RVMD
+560.0%
-582.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -4.2% | -3.6% | -0.6% | -3.9% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +13.8% | +41.0% | -27.3% | +9.9% |
| 6M | -10.6% | +105.7% | -116.3% | -17.4% |
| YTD | -8.1% | +155.3% | -163.4% | -17.6% |
| 1Y | -18.0% | +402.7% | -420.7% | -32.0% |
| 3Y | +52.9% | +533.1% | -480.2% | +19.3% |
| 5Y | -22.3% | +583.5% | -605.8% | -43.7% |
| All | -22.3% | +560.0% | -582.3% | -43.7% |
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