+496.2%
RVMD vs BAH
+30.0%
+466.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -10.4% | +1.7% | -12.1% | -10.7% |
| 30D | -11.0% | +20.8% | -31.8% | -15.1% |
| 3M | -14.7% | +11.6% | -26.3% | -17.3% |
| 6M | +14.9% | +23.1% | -8.2% | +8.0% |
| YTD | +116.3% | +5.3% | +111.0% | +111.8% |
| 1Y | +167.6% | +6.1% | +161.5% | +161.1% |
| 3Y | +776.8% | -27.5% | +804.3% | +795.5% |
| 5Y | +424.8% | +6.2% | +418.6% | +356.3% |
| All | +496.2% | +30.0% | +466.2% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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