+797.5%
RVMD vs COMP
+414.9%
+382.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -0.7% | +8.9% | -9.6% | -2.1% |
| 30D | -6.4% | +14.0% | -20.4% | -8.4% |
| 3M | -14.1% | -21.1% | +7.0% | -11.2% |
| 6M | +21.0% | +20.1% | +0.9% | +15.7% |
| YTD | +121.4% | -5.0% | +126.4% | +117.7% |
| 1Y | +167.9% | +5.7% | +162.2% | +158.0% |
| All | +797.5% | +414.9% | +382.6% | +487.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling