+776.8%
RVMD vs CAPR
+239.1%
+537.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.6% | -2.2% |
| 7D | -10.4% | +5.9% | -16.3% | -10.6% |
| 30D | -11.0% | +44.6% | -55.6% | -11.8% |
| 3M | -14.7% | +126.4% | -141.1% | -16.5% |
| 6M | +14.9% | -68.6% | +83.5% | +15.8% |
| YTD | +116.3% | -67.0% | +183.3% | +117.7% |
| 1Y | +167.6% | +65.2% | +102.4% | +150.5% |
| 3Y | +776.8% | +235.6% | +541.2% | +565.0% |
| All | +776.8% | +239.1% | +537.6% | +565.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling