+545.5%
RVMD vs COO
-23.3%
+568.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.3% |
| 7D | -1.2% | -2.3% | +1.1% | -0.4% |
| 30D | +1.1% | -8.8% | +9.9% | +4.3% |
| 3M | +39.6% | +1.3% | +38.3% | +37.9% |
| 6M | +110.7% | -11.6% | +122.3% | +119.7% |
| YTD | +160.3% | -17.4% | +177.7% | +178.4% |
| 1Y | +404.9% | -1.6% | +406.5% | +398.9% |
| 3Y | +545.5% | -22.6% | +568.1% | +379.0% |
| All | +545.5% | -23.3% | +568.8% | +379.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling