+25.4%
RVMD vs COO
+4.6%
+20.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.4% |
| 7D | -9.5% | -2.3% | -7.2% | -9.6% |
| 30D | -6.8% | +13.3% | -20.1% | -6.3% |
| 3M | -12.1% | -18.1% | +6.0% | -13.3% |
| 6M | +25.4% | +6.7% | +18.7% | +29.5% |
| All | +25.4% | +4.6% | +20.8% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling