+626.7%
RVMD vs COO
-20.6%
+647.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | +1.0% | -2.2% | +3.2% | +2.2% |
| 30D | +6.4% | -7.0% | +13.5% | +10.3% |
| 3M | +34.9% | +12.2% | +22.7% | +25.1% |
| 6M | +107.6% | -15.1% | +122.7% | +123.8% |
| YTD | +163.7% | -15.1% | +178.8% | +183.7% |
| 1Y | +439.2% | +2.3% | +436.9% | +418.5% |
| 3Y | +499.2% | -23.7% | +522.9% | +550.3% |
| 5Y | +621.7% | -38.9% | +660.6% | +760.7% |
| All | +626.7% | -20.6% | +647.3% | +621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling