+531.8%
RVMD vs A
+29.6%
+502.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -0.7% | -4.4% | +3.6% | +1.1% |
| 30D | +0.3% | -2.7% | +3.0% | +1.3% |
| 3M | +38.9% | +7.0% | +31.8% | +34.1% |
| 6M | +108.1% | +24.6% | +83.5% | +86.8% |
| YTD | +160.7% | +7.0% | +153.7% | +150.2% |
| 1Y | +407.3% | +15.6% | +391.7% | +367.4% |
| All | +531.8% | +29.6% | +502.2% | +398.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling