+617.4%
RVMD vs EXEL
+188.3%
+429.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.9% |
| 30D | +1.1% | +6.7% | -5.6% | -2.1% |
| 3M | +39.6% | +11.5% | +28.2% | +32.0% |
| 6M | +110.7% | +38.8% | +71.9% | +79.4% |
| YTD | +160.3% | +31.6% | +128.7% | +127.5% |
| 1Y | +404.9% | +53.0% | +351.9% | +308.5% |
| 3Y | +545.5% | +160.8% | +384.6% | +271.3% |
| 5Y | +584.7% | +190.1% | +394.6% | +272.2% |
| All | +617.4% | +188.3% | +429.0% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling