+340.7%
RVMD vs CHD
+2.3%
+338.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.3% |
| 7D | -3.0% | -4.5% | +1.5% | -4.0% |
| 30D | -0.7% | -6.7% | +6.0% | -2.4% |
| 3M | +36.5% | -2.7% | +39.3% | +36.0% |
| 6M | +104.6% | -4.9% | +109.5% | +104.1% |
| YTD | +155.8% | +13.3% | +142.5% | +166.4% |
| 1Y | +340.7% | +1.0% | +339.7% | +362.9% |
| All | +340.7% | +2.3% | +338.4% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling