+9.1%
ROP vs RVMD
+644.5%
-635.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -4.4% | +1.0% | -5.5% | -4.5% |
| 30D | +3.2% | +6.4% | -3.2% | +2.7% |
| 3M | +23.1% | +34.9% | -11.8% | +19.8% |
| 6M | +13.3% | +107.6% | -94.2% | +5.6% |
| YTD | -7.9% | +163.7% | -171.5% | -16.3% |
| 1Y | -22.1% | +439.2% | -461.3% | -33.8% |
| 3Y | -16.8% | +499.2% | -516.0% | -31.7% |
| 5Y | -13.5% | +621.7% | -635.2% | -33.0% |
| All | +9.1% | +644.5% | -635.3% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling