+342.6%
RVMD vs COMP
-49.4%
+392.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.6% |
| 7D | -1.2% | +4.1% | -5.3% | -2.1% |
| 30D | +1.1% | -14.5% | +15.6% | +4.1% |
| 3M | +39.6% | +41.8% | -2.2% | +28.4% |
| 6M | +110.7% | +23.6% | +87.1% | +95.8% |
| YTD | +160.3% | +1.7% | +158.6% | +150.9% |
| 1Y | +404.9% | +12.6% | +392.4% | +371.5% |
| 3Y | +545.5% | +221.9% | +323.6% | +335.5% |
| 5Y | +584.7% | -28.1% | +612.8% | +428.2% |
| All | +342.6% | -49.4% | +392.0% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling