+626.7%
RVMD vs CASY
+381.2%
+245.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +6.4% | -11.3% | +17.8% | +9.7% |
| 3M | +34.9% | -0.6% | +35.5% | +33.0% |
| 6M | +107.6% | +10.7% | +96.8% | +96.5% |
| YTD | +163.7% | +37.1% | +126.6% | +133.1% |
| 1Y | +439.2% | +52.3% | +386.9% | +361.0% |
| 3Y | +499.2% | +215.2% | +284.0% | +301.1% |
| 5Y | +621.7% | +276.5% | +345.2% | +347.5% |
| All | +626.7% | +381.2% | +245.5% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling