+41,132.7%
RMD vs RVTY
+1,991.4%
+39,141.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | +2.2% | +13.2% | -11.0% | -1.0% |
| 3M | +17.8% | +27.2% | -9.4% | +10.4% |
| 6M | -11.3% | +32.4% | -43.7% | -18.2% |
| YTD | -4.4% | +34.9% | -39.3% | -12.5% |
| 1Y | -15.7% | +52.4% | -68.1% | -25.5% |
| 3Y | +47.7% | +12.3% | +35.5% | +38.6% |
| 5Y | -19.2% | -30.8% | +11.6% | -15.3% |
| 10Y | +280.4% | +150.7% | +129.7% | +189.7% |
| All | +41,132.7% | +1,991.4% | +39,141.3% | +17,253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling