+489.8%
RVMD vs AR
+74.0%
+415.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.1% | +8.3% |
| 7D | +0.5% | -14.3% | +14.8% | +2.5% |
| 30D | -4.3% | +1.4% | -5.7% | -4.7% |
| 3M | -2.8% | +3.4% | -6.2% | -3.5% |
| 6M | +27.3% | -2.1% | +29.3% | +27.0% |
| YTD | +141.4% | +4.7% | +136.7% | +136.0% |
| 1Y | +213.3% | +10.6% | +202.7% | +203.0% |
| 3Y | +792.7% | +24.6% | +768.1% | +726.1% |
| All | +489.8% | +74.0% | +415.8% | +416.1% |
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