+442.1%
RVMD vs COMP
-10.9%
+453.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -10.4% | 0.0% | -10.4% | -10.5% |
| 30D | -11.0% | +16.6% | -27.5% | -14.1% |
| 3M | -14.7% | -23.5% | +8.8% | -10.2% |
| 6M | +14.9% | +25.7% | -10.8% | +7.1% |
| YTD | +116.3% | -3.4% | +119.7% | +109.5% |
| 1Y | +167.6% | +7.6% | +160.0% | +152.2% |
| 3Y | +776.8% | +423.6% | +353.2% | +412.8% |
| All | +442.1% | -10.9% | +453.0% | +390.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling