+28.9%
ROP vs RVMD
+510.7%
-481.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +0.7% | -10.4% | +11.1% | +1.5% |
| 30D | +28.8% | -11.0% | +39.8% | +29.7% |
| 3M | +21.1% | -14.7% | +35.8% | +22.2% |
| 6M | +52.5% | +14.9% | +37.6% | +49.9% |
| YTD | +8.9% | +116.3% | -107.4% | +0.1% |
| 1Y | +8.2% | +167.6% | -159.4% | -2.4% |
| 3Y | -5.2% | +776.8% | -782.0% | -24.1% |
| 5Y | +1.7% | +424.8% | -423.1% | -19.0% |
| All | +28.9% | +510.7% | -481.8% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling