-23.6%
ROP vs RVMD
+396.9%
-420.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -8.0% | -3.6% | -4.4% | -7.9% |
| 30D | -2.7% | -1.1% | -1.7% | -2.7% |
| 3M | +16.6% | +41.0% | -24.4% | +14.8% |
| 6M | +10.4% | +105.7% | -95.3% | +5.9% |
| YTD | -12.1% | +155.3% | -167.4% | -16.5% |
| 1Y | -23.6% | +402.7% | -426.3% | -30.4% |
| All | -23.6% | +396.9% | -420.6% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling