-22.2%
RMD vs RVTY
-32.1%
+9.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.4% |
| 7D | -4.5% | +0.4% | -4.8% | -4.6% |
| 30D | +4.6% | +10.8% | -6.2% | +0.9% |
| 3M | +14.8% | +26.8% | -12.0% | +5.4% |
| 6M | -12.1% | +39.3% | -51.4% | -22.5% |
| YTD | -7.5% | +31.6% | -39.1% | -17.3% |
| 1Y | -20.1% | +47.7% | -67.8% | -31.9% |
| 3Y | +53.9% | +19.9% | +34.0% | +37.5% |
| 5Y | -22.2% | -32.3% | +10.1% | -11.3% |
| All | -22.2% | -32.1% | +9.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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