+617.4%
RVMD vs CHD
+38.2%
+579.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.1% |
| 7D | -1.2% | -2.9% | +1.7% | -0.9% |
| 30D | +1.1% | -6.2% | +7.3% | +1.7% |
| 3M | +39.6% | +1.6% | +38.1% | +39.2% |
| 6M | +110.7% | -3.5% | +114.2% | +111.2% |
| YTD | +160.3% | +16.2% | +144.1% | +153.8% |
| 1Y | +404.9% | +3.4% | +401.5% | +401.4% |
| 3Y | +545.5% | +4.6% | +540.8% | +532.9% |
| 5Y | +584.7% | +21.1% | +563.5% | +540.4% |
| All | +617.4% | +38.2% | +579.2% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling