+618.6%
RVMD vs COO
-27.6%
+646.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +3.4% |
| 7D | -0.7% | -9.0% | +8.2% | +4.0% |
| 30D | +0.3% | -16.8% | +17.2% | +10.0% |
| 3M | +38.9% | -7.5% | +46.4% | +43.1% |
| 6M | +108.1% | -16.3% | +124.4% | +125.2% |
| YTD | +160.7% | -22.5% | +183.3% | +193.6% |
| 1Y | +407.3% | -7.0% | +414.3% | +411.7% |
| 3Y | +546.6% | -27.5% | +574.0% | +615.3% |
| 5Y | +579.8% | -43.3% | +623.1% | +741.4% |
| All | +618.6% | -27.6% | +646.2% | +646.6% |
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