+439.2%
RVMD vs A
+21.7%
+417.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.0% | -1.9% | +3.0% | +1.7% |
| 30D | +6.4% | +6.9% | -0.5% | +3.9% |
| 3M | +34.9% | +9.2% | +25.7% | +30.4% |
| 6M | +107.6% | +25.7% | +81.9% | +89.6% |
| YTD | +163.7% | +11.5% | +152.1% | +152.7% |
| 1Y | +439.2% | +18.4% | +420.8% | +411.4% |
| All | +439.2% | +21.7% | +417.5% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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