+510.2%
RVMD vs COO
-29.1%
+539.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -0.7% | -2.1% | +1.3% | +0.3% |
| 30D | -6.4% | +13.9% | -20.3% | -12.5% |
| 3M | -14.1% | -18.9% | +4.9% | -5.7% |
| 6M | +21.0% | +3.7% | +17.3% | +15.1% |
| YTD | +121.4% | -24.1% | +145.5% | +148.9% |
| 1Y | +167.9% | -14.2% | +182.1% | +180.4% |
| 3Y | +794.7% | -24.5% | +819.2% | +843.6% |
| 5Y | +437.2% | -40.4% | +477.6% | +540.8% |
| All | +510.2% | -29.1% | +539.3% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling