+241.0%
RVMD vs BWA
+17.4%
+223.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.0% |
| 7D | +5.8% | -9.9% | +15.7% | +6.5% |
| 30D | -3.8% | -16.4% | +12.5% | -2.8% |
| 3M | +3.2% | -19.8% | +23.1% | +4.6% |
| 6M | +35.0% | -10.0% | +45.0% | +37.7% |
| YTD | +150.7% | +12.7% | +138.0% | +156.5% |
| 1Y | +241.0% | +15.7% | +225.3% | +249.2% |
| All | +241.0% | +17.4% | +223.6% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling