+525.3%
RVMD vs COO
-28.2%
+553.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.9% |
| 7D | -9.5% | -2.3% | -7.2% | -8.4% |
| 30D | -6.8% | +13.3% | -20.1% | -12.6% |
| 3M | -12.1% | -18.1% | +6.0% | -4.0% |
| 6M | +25.4% | +6.7% | +18.7% | +17.4% |
| YTD | +126.9% | -23.2% | +150.1% | +153.6% |
| 1Y | +182.0% | -12.3% | +194.3% | +191.8% |
| 3Y | +816.8% | -23.6% | +840.3% | +861.2% |
| 5Y | +464.0% | -38.7% | +502.7% | +563.0% |
| All | +525.3% | -28.2% | +553.5% | +544.8% |
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