+531.8%
RVMD vs BB
+66.7%
+465.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -0.7% | +1.8% | -2.6% | -1.0% |
| 30D | +0.3% | -12.2% | +12.6% | +2.3% |
| 3M | +38.9% | -12.3% | +51.2% | +40.8% |
| 6M | +108.1% | +122.7% | -14.6% | +79.9% |
| YTD | +160.7% | +104.5% | +56.3% | +128.3% |
| 1Y | +407.3% | +106.7% | +300.6% | +338.3% |
| All | +531.8% | +66.7% | +465.2% | +379.8% |
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