+584.7%
RVMD vs CAPR
+87.6%
+497.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | -1.2% | -9.5% | +8.3% | -0.9% |
| 30D | +1.1% | +121.5% | -120.5% | -2.2% |
| 3M | +39.6% | -65.4% | +105.0% | +41.5% |
| 6M | +110.7% | -67.5% | +178.2% | +114.1% |
| YTD | +160.3% | -68.6% | +228.9% | +164.3% |
| 1Y | +404.9% | +42.7% | +362.2% | +344.9% |
| 3Y | +545.5% | +43.4% | +502.1% | +346.1% |
| 5Y | +584.7% | +86.0% | +498.6% | +267.8% |
| All | +584.7% | +87.6% | +497.1% | +267.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling