+618.6%
RVMD vs AR
+2,097.8%
-1,479.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | -1.2% | +0.4% | -0.6% |
| 30D | +0.3% | +5.5% | -5.2% | -0.3% |
| 3M | +38.9% | +12.9% | +26.0% | +36.7% |
| 6M | +108.1% | +0.1% | +108.0% | +107.1% |
| YTD | +160.7% | +13.5% | +147.2% | +154.6% |
| 1Y | +407.3% | +21.6% | +385.7% | +389.5% |
| 3Y | +546.6% | +46.0% | +500.6% | +501.4% |
| 5Y | +579.8% | +143.7% | +436.1% | +485.7% |
| All | +618.6% | +2,097.8% | -1,479.1% | +326.7% |
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