+167.6%
RVMD vs A
+17.3%
+150.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -10.4% | -0.5% | -9.9% | -10.2% |
| 30D | -11.0% | 0.0% | -10.9% | -10.7% |
| 3M | -14.7% | +16.7% | -31.4% | -18.9% |
| 6M | +14.9% | +54.8% | -39.9% | -3.6% |
| YTD | +116.3% | +28.8% | +87.5% | +102.1% |
| 1Y | +167.6% | +19.3% | +148.3% | +157.8% |
| All | +167.6% | +17.3% | +150.3% | +157.8% |
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