+109.1%
RSP vs RVMD
+525.1%
-416.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +3.5% | -6.4% | +9.9% | +4.0% |
| 3M | +0.2% | -14.1% | +14.3% | +1.6% |
| 6M | +9.1% | +21.0% | -11.9% | +6.2% |
| YTD | +16.6% | +121.4% | -104.8% | +3.7% |
| 1Y | +17.9% | +167.9% | -150.0% | +2.3% |
| 3Y | +64.6% | +794.7% | -730.1% | +20.4% |
| 5Y | +48.4% | +437.2% | -388.8% | +8.0% |
| All | +109.1% | +525.1% | -416.1% | +32.7% |
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