+17.9%
RSP vs RVMD
+175.3%
-157.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +3.5% | -6.4% | +9.9% | +3.7% |
| 3M | +0.2% | -14.1% | +14.3% | +0.6% |
| 6M | +9.1% | +21.0% | -11.9% | +8.5% |
| YTD | +16.6% | +121.4% | -104.8% | +15.2% |
| 1Y | +17.9% | +167.9% | -150.0% | +13.1% |
| All | +17.9% | +175.3% | -157.4% | +13.1% |
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