+402.7%
RVMD vs CAPR
+26.9%
+375.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.9% | -2.0% |
| 7D | -3.6% | -10.6% | +7.0% | -3.5% |
| 30D | -1.1% | +111.2% | -112.3% | -1.9% |
| 3M | +41.0% | -67.2% | +108.3% | +41.8% |
| 6M | +105.7% | -75.1% | +180.8% | +107.4% |
| YTD | +155.3% | -71.2% | +226.5% | +157.1% |
| 1Y | +402.7% | +31.1% | +371.6% | +403.5% |
| All | +402.7% | +26.9% | +375.8% | +403.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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