+525.3%
RVMD vs AR
+2,046.6%
-1,521.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.6% |
| 7D | -9.5% | +2.1% | -11.6% | -9.7% |
| 30D | -6.8% | +4.5% | -11.3% | -7.5% |
| 3M | -12.1% | +1.0% | -13.1% | -12.4% |
| 6M | +25.4% | +4.4% | +20.9% | +24.2% |
| YTD | +126.9% | +10.9% | +116.0% | +121.6% |
| 1Y | +182.0% | +8.6% | +173.4% | +175.9% |
| 3Y | +816.8% | +48.5% | +768.3% | +748.5% |
| 5Y | +464.0% | +95.7% | +368.2% | +397.5% |
| All | +525.3% | +2,046.6% | -1,521.4% | +271.4% |
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