+38.2%
RMD vs RVMD
+644.5%
-606.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | +2.2% | +6.4% | -4.2% | +1.6% |
| 3M | +17.8% | +34.9% | -17.0% | +14.4% |
| 6M | -11.3% | +107.6% | -118.9% | -17.9% |
| YTD | -4.4% | +163.7% | -168.1% | -14.2% |
| 1Y | -15.7% | +439.2% | -454.9% | -29.8% |
| 3Y | +47.7% | +499.2% | -451.5% | +18.1% |
| 5Y | -19.2% | +621.7% | -640.9% | -39.6% |
| All | +38.2% | +644.5% | -606.2% | -0.3% |
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 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