+496.2%
RVMD vs A
+114.4%
+381.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.6% |
| 7D | -10.4% | -0.5% | -9.9% | -10.1% |
| 30D | -11.0% | 0.0% | -10.9% | -10.7% |
| 3M | -14.7% | +16.7% | -31.4% | -22.3% |
| 6M | +14.9% | +54.8% | -39.9% | -13.2% |
| YTD | +116.3% | +28.8% | +87.5% | +82.6% |
| 1Y | +167.6% | +19.3% | +148.3% | +136.6% |
| 3Y | +776.8% | +65.5% | +711.3% | +489.0% |
| 5Y | +424.8% | +12.1% | +412.7% | +353.2% |
| All | +496.2% | +114.4% | +381.7% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling