+579.8%
RVMD vs CP
+30.0%
+549.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | +38.9% | +0.1% | +38.8% | +38.1% |
| 6M | +108.1% | +7.8% | +100.3% | +98.7% |
| YTD | +160.7% | +22.9% | +137.9% | +132.0% |
| 1Y | +407.3% | +21.3% | +386.0% | +354.0% |
| 3Y | +546.6% | +20.4% | +526.2% | +468.9% |
| 5Y | +579.8% | +34.9% | +544.9% | +470.6% |
| All | +579.8% | +30.0% | +549.8% | +470.6% |
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