+776.8%
RVMD vs BWA
+64.0%
+712.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -10.4% | +4.3% | -14.7% | -11.3% |
| 30D | -11.0% | -13.0% | +2.0% | -8.2% |
| 3M | -14.7% | -24.8% | +10.1% | -9.5% |
| 6M | +14.9% | -23.5% | +38.4% | +20.9% |
| YTD | +116.3% | +13.8% | +102.5% | +100.8% |
| 1Y | +167.6% | +13.4% | +154.2% | +148.2% |
| 3Y | +776.8% | +62.8% | +714.0% | +569.9% |
| All | +776.8% | +64.0% | +712.8% | +569.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling