+138.7%
RTX vs RVMD
+620.8%
-482.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -2.0% | -3.6% | +1.6% | -1.6% |
| 30D | -11.2% | -1.1% | -10.1% | -11.1% |
| 3M | +12.0% | +41.0% | -29.0% | +8.2% |
| 6M | -3.6% | +105.7% | -109.3% | -11.1% |
| YTD | +9.2% | +155.3% | -146.1% | -2.3% |
| 1Y | +29.7% | +402.7% | -373.0% | +7.3% |
| 3Y | +152.0% | +533.1% | -381.1% | +95.9% |
| 5Y | +165.8% | +583.5% | -417.8% | +94.4% |
| All | +138.7% | +620.8% | -482.1% | +48.6% |
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