+439.2%
RVMD vs ES
+16.6%
+422.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | +1.0% | +0.3% | +0.7% | +1.1% |
| 30D | +6.4% | -2.0% | +8.4% | +6.1% |
| 3M | +34.9% | +1.7% | +33.2% | +35.6% |
| 6M | +107.6% | -3.5% | +111.1% | +109.3% |
| YTD | +163.7% | +7.9% | +155.8% | +168.0% |
| 1Y | +439.2% | +17.2% | +422.0% | +411.8% |
| All | +439.2% | +16.6% | +422.6% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling