+101.2%
RSP vs RVMD
+620.8%
-519.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -3.1% | -3.6% | +0.4% | -2.7% |
| 30D | -3.4% | -1.1% | -2.3% | -3.3% |
| 3M | +3.6% | +41.0% | -37.4% | -0.5% |
| 6M | +9.0% | +105.7% | -96.7% | -0.9% |
| YTD | +12.2% | +155.3% | -143.1% | -1.5% |
| 1Y | +15.6% | +402.7% | -387.2% | -7.2% |
| 3Y | +51.6% | +533.1% | -481.4% | +14.3% |
| 5Y | +50.4% | +583.5% | -533.1% | +6.2% |
| All | +101.2% | +620.8% | -519.7% | +26.0% |
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