+348.4%
RVMD vs COMP
-47.7%
+396.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +34.9% | +41.1% | -6.2% | +24.2% |
| 6M | +107.6% | +17.2% | +90.4% | +95.1% |
| YTD | +163.7% | +5.2% | +158.5% | +152.4% |
| 1Y | +439.2% | +18.9% | +420.3% | +397.7% |
| 3Y | +499.2% | +215.9% | +283.3% | +306.5% |
| 5Y | +621.7% | -31.2% | +652.9% | +452.8% |
| All | +348.4% | -47.7% | +396.0% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling