+4.7%
ROL vs RVMD
+781.3%
-776.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.6% |
| 7D | +3.0% | -10.4% | +13.4% | +3.3% |
| 30D | +19.8% | -11.0% | +30.7% | +20.1% |
| 3M | +7.9% | -14.7% | +22.6% | +8.3% |
| 6M | -25.6% | +14.9% | -40.6% | -26.6% |
| YTD | -34.1% | +116.3% | -150.5% | -38.5% |
| 1Y | -31.4% | +167.6% | -199.0% | -37.2% |
| 3Y | +4.7% | +776.8% | -772.1% | -14.1% |
| All | +4.7% | +781.3% | -776.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling