+327.3%
RVMD vs COMP
-49.2%
+376.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +2.9% |
| 7D | +6.4% | +14.5% | -8.2% | +3.5% |
| 30D | +5.5% | +14.9% | -9.4% | +2.2% |
| 3M | -2.4% | -14.2% | +11.8% | 0.0% |
| 6M | +41.1% | +23.7% | +17.4% | +32.4% |
| YTD | +151.3% | +2.1% | +149.2% | +141.1% |
| 1Y | +228.1% | +26.2% | +201.9% | +199.6% |
| 3Y | +899.8% | +470.9% | +428.9% | +491.4% |
| 5Y | +514.0% | -14.0% | +528.0% | +368.3% |
| All | +327.3% | -49.2% | +376.5% | +207.9% |
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