+583.5%
RVMD vs A
-16.6%
+600.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.4% |
| 7D | -3.6% | -4.6% | +1.0% | -1.0% |
| 30D | -1.1% | -4.3% | +3.2% | +1.2% |
| 3M | +41.0% | +8.9% | +32.1% | +33.1% |
| 6M | +105.7% | +24.5% | +81.2% | +77.6% |
| YTD | +155.3% | +5.8% | +149.5% | +142.4% |
| 1Y | +402.7% | +16.2% | +386.5% | +346.7% |
| 3Y | +533.1% | +28.5% | +504.6% | +392.1% |
| 5Y | +583.5% | -16.3% | +599.9% | +589.0% |
| All | +583.5% | -16.6% | +600.1% | +589.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling