-20.0%
ROP vs RVMD
+549.6%
-569.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -6.1% | -0.7% | -5.4% | -6.1% |
| 30D | -3.4% | +0.3% | -3.7% | -3.4% |
| 3M | +16.7% | +38.9% | -22.2% | +14.3% |
| 6M | +8.1% | +108.1% | -100.1% | +2.5% |
| YTD | -11.7% | +160.7% | -172.4% | -17.9% |
| 1Y | -24.2% | +407.3% | -431.5% | -33.1% |
| All | -20.0% | +549.6% | -569.6% | -30.2% |
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