+588.9%
RVMD vs BR
+8.0%
+580.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -3.0% | -3.0% | 0.0% | -1.4% |
| 30D | -0.7% | -0.3% | -0.4% | -0.9% |
| 3M | +36.5% | +17.3% | +19.3% | +22.9% |
| 6M | +104.6% | -6.7% | +111.3% | +110.5% |
| YTD | +155.8% | -23.4% | +179.3% | +193.7% |
| 1Y | +340.7% | -32.7% | +373.3% | +449.1% |
| 3Y | +519.9% | -5.9% | +525.8% | +505.9% |
| All | +588.9% | +8.0% | +580.9% | +418.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling