+167.9%
RVMD vs CAPR
+65.7%
+102.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.7% | +6.3% | -2.3% |
| 7D | -0.7% | +19.1% | -19.8% | -1.0% |
| 30D | -6.4% | +48.8% | -55.3% | -6.9% |
| 3M | -14.1% | +144.4% | -158.5% | -15.1% |
| 6M | +21.0% | -67.5% | +88.5% | +21.5% |
| YTD | +121.4% | -64.5% | +185.9% | +122.2% |
| 1Y | +167.9% | +74.4% | +93.4% | +163.4% |
| All | +167.9% | +65.7% | +102.2% | +163.4% |
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