+605.1%
RVMD vs IDXX
+78.2%
+526.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -5.7% | +2.8% | -0.6% |
| 30D | -0.7% | -11.5% | +10.8% | +4.3% |
| 3M | +36.5% | -9.5% | +46.1% | +41.1% |
| 6M | +104.6% | -16.0% | +120.6% | +118.2% |
| YTD | +155.8% | -25.4% | +181.2% | +186.0% |
| 1Y | +340.7% | -21.8% | +362.5% | +378.7% |
| 3Y | +519.9% | +7.0% | +512.9% | +443.0% |
| 5Y | +584.9% | -26.0% | +610.9% | +573.4% |
| All | +605.1% | +78.2% | +526.8% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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