+509.0%
RVMD vs CP
+25.5%
+483.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.4% |
| 7D | -0.6% | +2.8% | -3.4% | -1.8% |
| 30D | +1.7% | +11.0% | -9.3% | -2.9% |
| 3M | -6.7% | +3.8% | -10.6% | -8.6% |
| 6M | +36.1% | +9.5% | +26.7% | +29.4% |
| YTD | +142.4% | +28.2% | +114.2% | +111.3% |
| 1Y | +207.8% | +33.0% | +174.8% | +163.1% |
| 3Y | +879.5% | +35.5% | +844.0% | +707.9% |
| 5Y | +509.0% | +25.8% | +483.2% | +427.6% |
| All | +509.0% | +25.5% | +483.5% | +427.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling