+545.5%
RVMD vs CP
+20.4%
+525.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.2% | +2.4% | -3.6% | -2.1% |
| 30D | +1.1% | -0.5% | +1.6% | +1.1% |
| 3M | +39.6% | +1.4% | +38.2% | +38.3% |
| 6M | +110.7% | +10.3% | +100.4% | +100.5% |
| YTD | +160.3% | +24.3% | +136.0% | +134.0% |
| 1Y | +404.9% | +20.4% | +384.5% | +361.2% |
| 3Y | +545.5% | +21.8% | +523.7% | +430.7% |
| All | +545.5% | +20.4% | +525.1% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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