+582.3%
RVMD vs COMP
-31.2%
+613.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.0% | +1.4% | -0.3% | +0.7% |
| 30D | +6.4% | -13.3% | +19.8% | +9.4% |
| 3M | +34.9% | +41.1% | -6.2% | +23.9% |
| 6M | +107.6% | +17.2% | +90.4% | +94.7% |
| YTD | +163.7% | +5.2% | +158.5% | +152.0% |
| 1Y | +439.2% | +18.9% | +420.3% | +396.3% |
| 3Y | +499.2% | +215.9% | +283.3% | +299.9% |
| All | +582.3% | -31.2% | +613.5% | +508.3% |
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