+518.6%
RVMD vs BWA
+68.2%
+450.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -1.1% | -5.5% | +4.4% | +0.1% |
| 3M | +41.0% | -7.6% | +48.6% | +43.1% |
| 6M | +105.7% | +25.0% | +80.7% | +93.1% |
| YTD | +155.3% | +47.0% | +108.4% | +124.8% |
| 1Y | +402.7% | +54.0% | +348.7% | +334.3% |
| All | +518.6% | +68.2% | +450.4% | +383.9% |
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