+510.2%
RVMD vs AR
+2,074.7%
-1,564.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -0.7% | +6.4% | -7.1% | -1.5% |
| 30D | -6.4% | +3.1% | -9.5% | -6.9% |
| 3M | -14.1% | +3.3% | -17.4% | -14.6% |
| 6M | +21.0% | +6.6% | +14.5% | +19.6% |
| YTD | +121.4% | +12.3% | +109.1% | +115.9% |
| 1Y | +167.9% | +12.3% | +155.6% | +161.0% |
| 3Y | +794.7% | +50.4% | +744.3% | +726.7% |
| 5Y | +437.2% | +101.0% | +336.2% | +372.4% |
| All | +510.2% | +2,074.7% | -1,564.5% | +261.9% |
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 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