+568.0%
RVMD vs AR
+2,014.0%
-1,446.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.1% |
| 7D | -0.6% | -5.8% | +5.2% | 0.0% |
| 30D | +1.7% | +4.8% | -3.1% | +1.0% |
| 3M | -6.7% | +1.5% | -8.2% | -7.1% |
| 6M | +36.1% | +4.7% | +31.4% | +34.8% |
| YTD | +142.4% | +9.2% | +133.2% | +137.2% |
| 1Y | +207.8% | +11.2% | +196.6% | +200.2% |
| 3Y | +879.5% | +46.2% | +833.3% | +808.2% |
| 5Y | +509.0% | +98.1% | +411.0% | +436.7% |
| All | +568.0% | +2,014.0% | -1,446.0% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling