+617.4%
RVMD vs BB
+30.3%
+587.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +1.1% | -12.4% | +13.4% | +3.7% |
| 3M | +39.6% | -15.3% | +54.9% | +43.0% |
| 6M | +110.7% | +128.8% | -18.1% | +70.6% |
| YTD | +160.3% | +107.7% | +52.6% | +114.8% |
| 1Y | +404.9% | +103.9% | +301.0% | +313.8% |
| 3Y | +545.5% | +72.6% | +472.9% | +415.1% |
| 5Y | +584.7% | -24.3% | +608.9% | +530.7% |
| All | +617.4% | +30.3% | +587.1% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling