+776.8%
RVMD vs COMP
+423.6%
+353.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -10.4% | 0.0% | -10.4% | -10.4% |
| 30D | -11.0% | +16.6% | -27.5% | -13.2% |
| 3M | -14.7% | -23.5% | +8.8% | -11.4% |
| 6M | +14.9% | +25.7% | -10.8% | +9.0% |
| YTD | +116.3% | -3.4% | +119.7% | +112.0% |
| 1Y | +167.6% | +7.6% | +160.0% | +157.0% |
| 3Y | +776.8% | +423.6% | +353.2% | +472.5% |
| All | +776.8% | +423.6% | +353.2% | +472.5% |
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