+626.7%
RVMD vs BAH
+9.0%
+617.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.0% | -3.2% | +4.3% | +1.8% |
| 30D | +6.4% | +2.0% | +4.4% | +5.8% |
| 3M | +34.9% | -7.6% | +42.5% | +36.9% |
| 6M | +107.6% | -5.7% | +113.2% | +109.4% |
| YTD | +163.7% | -11.7% | +175.4% | +170.4% |
| 1Y | +439.2% | -27.4% | +466.6% | +477.7% |
| 3Y | +499.2% | -32.5% | +531.7% | +516.5% |
| 5Y | +621.7% | -3.3% | +625.1% | +535.6% |
| All | +626.7% | +9.0% | +617.7% | +514.2% |
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