+568.0%
RVMD vs CAPR
+542.8%
+25.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.9% | +6.4% | -3.1% |
| 7D | -0.6% | +7.6% | -8.2% | -0.9% |
| 30D | +1.7% | +13.3% | -11.5% | +1.1% |
| 3M | -6.7% | +130.4% | -137.1% | -10.8% |
| 6M | +36.1% | -70.8% | +106.9% | +38.8% |
| YTD | +142.4% | -69.3% | +211.7% | +146.1% |
| 1Y | +207.8% | +59.5% | +148.2% | +162.6% |
| 3Y | +879.5% | +216.8% | +662.7% | +625.5% |
| 5Y | +509.0% | +152.7% | +356.3% | +345.9% |
| All | +568.0% | +542.8% | +25.3% | +283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling