+584.7%
RVMD vs AR
+140.6%
+444.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | +1.1% | +12.6% | -11.5% | -0.6% |
| 3M | +39.6% | +10.0% | +29.6% | +37.5% |
| 6M | +110.7% | +0.6% | +110.0% | +109.3% |
| YTD | +160.3% | +13.4% | +146.9% | +152.6% |
| 1Y | +404.9% | +21.7% | +383.2% | +382.1% |
| 3Y | +545.5% | +45.8% | +499.6% | +486.6% |
| 5Y | +584.7% | +144.3% | +440.4% | +463.9% |
| All | +584.7% | +140.6% | +444.0% | +463.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling