+603.6%
RVMD vs BR
+54.5%
+549.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.6% | -6.0% | +2.4% | -0.7% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | +41.0% | +16.4% | +24.7% | +29.1% |
| 6M | +105.7% | -8.2% | +113.9% | +112.3% |
| YTD | +155.3% | -23.2% | +178.5% | +186.3% |
| 1Y | +402.7% | -30.9% | +433.6% | +496.6% |
| 3Y | +533.1% | -5.0% | +538.1% | +527.3% |
| 5Y | +583.5% | +8.8% | +574.8% | +506.1% |
| All | +603.6% | +54.5% | +549.1% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling