+545.5%
RVMD vs CASY
+209.8%
+335.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.8% |
| 7D | -1.2% | -4.4% | +3.1% | -0.5% |
| 30D | +1.1% | -12.0% | +13.1% | +3.2% |
| 3M | +39.6% | -2.3% | +42.0% | +38.2% |
| 6M | +110.7% | +10.5% | +100.2% | +99.7% |
| YTD | +160.3% | +33.0% | +127.3% | +133.5% |
| 1Y | +404.9% | +41.1% | +363.8% | +345.5% |
| 3Y | +545.5% | +207.5% | +338.0% | +401.6% |
| All | +545.5% | +209.8% | +335.7% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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