+402.7%
RVMD vs COO
-20.6%
+423.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.7% | +12.6% | +0.3% |
| 7D | -3.6% | -23.3% | +19.7% | +0.5% |
| 30D | -1.1% | -29.5% | +28.4% | +4.4% |
| 3M | +41.0% | -20.0% | +61.0% | +45.0% |
| 6M | +105.7% | -27.2% | +132.9% | +119.6% |
| YTD | +155.3% | -33.9% | +189.2% | +177.6% |
| 1Y | +402.7% | -19.9% | +422.7% | +412.6% |
| All | +402.7% | -20.6% | +423.3% | +412.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling