+496.2%
RVMD vs AR
+2,076.4%
-1,580.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -10.4% | +7.4% | -17.8% | -11.1% |
| 30D | -11.0% | +5.8% | -16.7% | -11.7% |
| 3M | -14.7% | +5.2% | -19.9% | -15.4% |
| 6M | +14.9% | +5.4% | +9.5% | +13.7% |
| YTD | +116.3% | +12.4% | +103.9% | +110.9% |
| 1Y | +167.6% | +12.8% | +154.8% | +160.6% |
| 3Y | +776.8% | +47.2% | +729.6% | +712.4% |
| 5Y | +424.8% | +101.1% | +323.7% | +361.5% |
| All | +496.2% | +2,076.4% | -1,580.2% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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