+531.8%
RVMD vs EXEL
+164.8%
+367.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +0.3% | +10.1% | -9.8% | -3.1% |
| 3M | +38.9% | +10.1% | +28.8% | +33.7% |
| 6M | +108.1% | +37.7% | +70.4% | +84.9% |
| YTD | +160.7% | +33.1% | +127.7% | +134.6% |
| 1Y | +407.3% | +52.4% | +354.9% | +336.9% |
| All | +531.8% | +164.8% | +367.0% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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