+776.8%
RVMD vs BB
+147.9%
+628.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | -10.4% | +1.8% | -12.2% | -10.6% |
| 30D | -11.0% | +8.1% | -19.1% | -12.0% |
| 3M | -14.7% | -1.0% | -13.7% | -15.1% |
| 6M | +14.9% | +45.9% | -31.0% | +8.6% |
| YTD | +116.3% | +134.8% | -18.5% | +90.8% |
| 1Y | +167.6% | +104.6% | +63.0% | +140.0% |
| 3Y | +776.8% | +152.8% | +624.0% | +620.0% |
| All | +776.8% | +147.9% | +628.9% | +620.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling